TST: For GH4861, Period and datetime in multiindex

[eoveson]

• closes Lookup using datetimes does not work with hierarchical indices containing periods #4861
• tests added / passed
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry (only test added)

[pep8speaks]

Hello @eoveson! Thanks for submitting the PR.

• There are no PEP8 issues in the file pandas/tests/indexes/period/test_period.py !

[codecov]

Codecov Report

❗ No coverage uploaded for pull request base (master@c9c9912). Click here to learn what that means.
The diff coverage is n/a.

@@            Coverage Diff            @@
##             master   #23776   +/-   ##
=========================================
  Coverage          ?   92.28%           
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  Files             ?      161           
  Lines             ?    51434           
  Branches          ?        0           
=========================================
  Hits              ?    47467           
  Misses            ?     3967           
  Partials          ?        0

Flag	Coverage Δ
#multiple	90.68% <ø> (?)
#single	42.29% <ø> (?)

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[jreback]

thanks @eoveson