Fix pandas-nightly

[twoertwein]

• Closes Fix nightly due to a new deprecation in 2.1.x #640 (Replace xxxx with the Github issue number)
• Tests added: Please use assert_type() to assert the type of any return value

There is still a TypeError on nightly xref pandas-dev/pandas#52790 (will mark as invalid - there is no warning but it will raise in 2.1: I think we should reflect that in our annotations)

[twoertwein]

Cannot have something like

class PeriodDtype(PandasExtensionDtype):
    @overload
    def __init__(self, freq: CustomBusinessDay) -> Never: ...
    @overload
    def __init__(self, freq: str | BaseOffset = ...) -> None: ...

As mypy then thinks pd.PeriodDtype is not type[ExtensionDtype] anymore. I think that would have wider implications than indicating it is allowed to pass CustomBusinessDay

@Dr-Irv I assume you are busy/on vacation. I will merge this PR and simple PRs like #649 and #650 on Saturday.

[Dr-Irv]

Thanks @twoertwein . Let's see if it works after the merge.

[Dr-Irv]

Looks like it worked!