Support for OO Optimization
State: closed

- [X] closes #21071 
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Labels:
name: Compat
description: pandas objects compatability with Numpy or Python functions

Comments:
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21093?src=pr&el=h1) Report
> Merging [#21093](https://codecov.io/gh/pandas-dev/pandas/pull/21093?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c85ab083919b59ce84c220d5baf7d34ff4a0bcf2?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/21093/graphs/tree.svg?height=150&src=pr&width=650&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/21093?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #21093      +/-   ##
==========================================
- Coverage   91.84%   91.84%   -0.01%     
==========================================
  Files         153      153              
  Lines       49538    49505      -33     
==========================================
- Hits        45499    45466      -33     
  Misses       4039     4039
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.23% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.88% <100%> (+0.01%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/21093?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/\_decorators.py](https://codecov.io/gh/pandas-dev/pandas/pull/21093/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvX2RlY29yYXRvcnMucHk=) | `81.96% <100%> (-0.3%)` | :arrow_down: |
| [pandas/tseries/offsets.py](https://codecov.io/gh/pandas-dev/pandas/pull/21093/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvb2Zmc2V0cy5weQ==) | `97% <100%> (ø)` | :arrow_up: |
| [pandas/io/formats/printing.py](https://codecov.io/gh/pandas-dev/pandas/pull/21093/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvcHJpbnRpbmcucHk=) | `89.38% <0%> (-3.71%)` | :arrow_down: |
| [pandas/core/tools/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/21093/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvdG9vbHMvZGF0ZXRpbWVzLnB5) | `84.43% <0%> (-0.55%)` | :arrow_down: |
| [pandas/core/indexes/datetimelike.py](https://codecov.io/gh/pandas-dev/pandas/pull/21093/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZWxpa2UucHk=) | `96.79% <0%> (-0.1%)` | :arrow_down: |
| [pandas/core/arrays/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/21093/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2NhdGVnb3JpY2FsLnB5) | `95.67% <0%> (-0.01%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/21093/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.22% <0%> (ø)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/21093/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.68% <0%> (+0.07%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21093?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21093?src=pr&el=footer). Last update [c85ab08...75dbaad](https://codecov.io/gh/pandas-dev/pandas/pull/21093?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

The failures here are the result of `__doc__` not being mutable for classes in Python27. I did some research on alternatives and there don't appear to be any that are that simple.

I suppose this explains why the Substitution / Appender system wasn't used in the first place for the `CustomBusinessMonth` classes and I don't see it used on any other classes within the code base (just methods). 

@jreback would you be OK with keeping the `CustomBusinessMonthStart` and `CustomBusinessMonthBegin` classes as is?
AppVeyor failure is the random ResourceWarning that's been popping up which I was hoping would be fixed through #21105 but apparently was not. I don't believe its related to this change
ok this looks fine. @jorisvandenbossche do you have any comments.
Thanks!