CLN: Remove internal classes from MultiIndex pickle.

FrozenNDArray had made it into the MI pickle. No reason to do that and
just complicates pickle compat going forward. Now they just output
ndarray instead (which also avoids the unnecessary nested pickle
previously occurring).
Merge pull request #5084 from jtratner/fix-mi-pickle

CLN: Remove internal classes from MultiIndex pickle.
CI/CLN: remove print_skipped.py line
CLN/ENH: add parse_dates arg and use TextReader
ENH: add tupleize_cols, thousands args

tupleize_cols=False by default, for back compat
thousands=',' by default, because we're not parsing CSV
TST: add test case for GH5048

Parsing headers of non-string columns
TST: add nyse wsj test
CLN: proper parse_dates support
Merge pull request #4770 from cpcloud/read-html-refactor

REF/BUG/ENH/API: refactor read_html to use TextParser
DOC: str.match should (obviously) be str.extract.
Merge pull request #5099 from danielballan/minor-doc-edit-extract

DOC: str.match should (obviously) be str.extract.