API: avoid passing Manager to subclass __init__

[jbrockmendel]

• closes BUG: DeprecationWarning shown for internal operations on subclassed Series and DataFrame #57032 (Replace xxxx with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

Many subclasses have __init__ methods that call super().__init__, which in the relevant cases with a Manager object is deprecated. The solution in this PR is to construct the pd.DataFrame/Series and pass that to the subclass's _constructor.

This removes _sliced_from_mgr and _expanddim_from_mgr, as they are not really necessary, simplifying things a bit. Also makes _from_mgr @final. Can separate these simplifications into their own PR on request. xref #56681.

For subclasses that currently have special handling for Manager objects in their __init__, they will need to move that special handling to the appropriate _constructor(_foo)?_from_mgr method. The only package I'm aware of that does this is geopandas, so this includes a shim special-casing GeoDataFrame intended to maintain the current behavior until they have time to move that logic. cc @jorisvandenbossche ATM the shim is only in _constructor_from_mgr, pls advise on whether something analogous is needed in constructor_sliced_from_mgr and _constructor_expanddim_from_mgr.

[mroeschke]

Worth having a test for this in test_downstream.py? geopandas is installed in the CI

[jbrockmendel]

Good idea (also should add a test for#57032). Will wait until Joris weighs in

[jbrockmendel]

im having trouble writing a meaningful test for this cc @jorisvandenbossche

[jorisvandenbossche]

GeoPandas is already overriding _constructor_from_mgr, so normally this shouldn't be needed.

(will try to take a closer look one of the coming days!)

[phofl]

thx @jbrockmendel

[lumberbot-app]

Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

git checkout 2.2.x
git pull

2. Cherry pick the first parent branch of the this PR on top of the older branch:

git cherry-pick -x -m1 805dbde3651fa4f7c30d5c9c247f723dceb7dfde

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

git commit -am 'Backport PR #57553: API: avoid passing Manager to subclass __init__'

4. Push to a named branch:

git push YOURFORK 2.2.x:auto-backport-of-pr-57553-on-2.2.x

5. Create a PR against branch 2.2.x, I would have named this PR:

"Backport PR #57553 on branch 2.2.x (API: avoid passing Manager to subclass init)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the Still Needs Manual Backport label once the PR gets merged.

If these instructions are inaccurate, feel free to suggest an improvement.