Merge pull request #3205 from jreback/tests_fix

TST: fix tests in master
CLN: refactor core/index and tseries/index,period to have their formats and to_native_types be consistent
     in naming / operation
ENH: add support for Period formatting (as a native type)
TST: add period support to makeCustomDataFrame for testing purposes
BUG/TST: format multi-index nan correctly