TST: Test key dtype cast after merge
- [X] closes #17044
- [x] tests added / passed
- [x] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hello @albertvillanova! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-10-21 19:37:44 UTC Travis fail is likely unrelated, but there are some linting issues you need to address Could you merge master? Master was broken recently, but it should be stable now. Just need to run `black` otherwise LGTM. Thanks @albertvillanova 