ENH: Add set_closed method to IntervalIndex

[jschendel]

• closes ENH: Add set_closed method to IntervalIndex #21670
• tests added / passed
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[codecov]

Codecov Report

Merging #21711 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master   #21711      +/-   ##
==========================================
+ Coverage    91.9%   91.91%   +<.01%     
==========================================
  Files         158      158              
  Lines       49690    49695       +5     
==========================================
+ Hits        45670    45675       +5     
  Misses       4020     4020

Flag	Coverage Δ
#multiple	90.28% <100%> (ø)	⬆️
#single	41.95% <20%> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/core/indexes/interval.py	93.18% <100%> (+0.05%)	⬆️

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[jreback]

lgtm. @jorisvandenbossche @TomAugspurger

[jschendel]

FYI - I'll refrain from doing any additional IntervalIndex updates after this, so as not to cause conflicts with any IntervalArray work (I'm assuming that @TomAugspurger or I will be working on that at some point during the sprint).

[TomAugspurger]

Sounds good.

Would be nice to knock out IntervalArray during the sprint.