Use PEP 604 style annotations

[twoertwein]

We might consider using the new(er) type annotation system (replace Union with |, use list and so on):

• Pandas uses them universally since STYLE add future annotations where possible pandas#47769
• and based on flake8-pyi those annotations are supported in almost all cases (as far as I understand we shouldn't be using them in pandas/_typing.pyi where we define most/all the type aliases):

Y037 (enforcing PEP 604 syntax everywhere) is not yet fully compatible with the mypy type checker, which has a few bugs regarding PEP 604 type aliases.

[Dr-Irv]

My only concern here is compatibility with python 3.8 and 3.9. Maybe we just have to do from future import __annotations__ throughout.

[twoertwein]

As a first step we could only change pyi files (not the tests). pyi files do not need from future import __annotations__. flake8-pyi:

Y044: from __future__ import annotations has no effect in stub files, as forward references in stubs are enabled by default.

Adding the future imports to the tests would be fairly easy as there are only a few (but large) test files.

[Dr-Irv]

You're certainly welcome to try to make the changes in a PR!

[twoertwein]

You're certainly welcome to try to make the changes in a PR!

I think a feasible approach would be to first use pre-commit (currently we do not let it re-write annotations) and then manually re-write annotations when flake8-pyi recommends changes (should probably ignore Y037 for now).