CLN: Remove PY2 compat code

[ShaharNaveh]

• closes #xxxx
• tests added / passed
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

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Benchmarks:

Master:

In [1]: import pandas as pd                                                                                   

In [2]: s = pd.Series(list("ABCA"))                                                                           

In [3]: %timeit pd.get_dummies(s)                                                                             
482 µs ± 752 ns per loop (mean ± std. dev. of 7 runs, 1000 loops each)

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PR:

In [1]: import pandas as pd                                                                                   

In [2]: s = pd.Series(list("ABCA"))                                                                           

In [3]: %timeit pd.get_dummies(s)                                                                             
479 µs ± 2.43 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)

[topper-123]

LGTM.

[simonjayhawkins]

Thanks @MomIsBestFriend lgtm. can merge when all ci envs run.

[topper-123]

Thanks, @MomIsBestFriend.