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PERF: follow up to ASV #10849

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@jreback

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@jreback

xref #9715

  • add docs on how to use / add tests (in contributing.md / contributing.rst)
  • add/update vbenches to current
  • whatsnew note (put in highlites that this is added)
  • test on Windows (basicly works, but had to do some small adjustments)
  • get it working with python 3
  • clean up autogenerated tests
    • fix failing tests
    • remove redundancy (by putting things in classes and reusing setup, .

cc @qwhelan

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