[MRG+2] MAINT dev version to follow PEP440

This PR includes a few cosmits to `setup.py` and the use of the `.dev` marker instead of the previously used `-git` marker for in the `__version__` attribute for the dev branch.

The version 6.0 of pip now enforce pep 440 convention in a stricter manner and the `-git` marker made those packages not visible in our windows CI, for instance:

https://ci.appveyor.com/project/sklearn-ci/scikit-learn/build/1.0.354/job/3aldvipl0mxow0iy

This PR should fix this issue.
Oops.  Leftover of a past iteration.  I don't have my laptop at hand.  Feel free to amend and merge.