Backport PR #43772: CI: Test Python 3.10 on MacOS and Windows too

.github/workflows/python-dev.yml

@@ -21,10 +21,22 @@ env:
 
 jobs:
   build:
-    runs-on: ubuntu-latest
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, macOS-latest, windows-latest]
+
     name: actions-310-dev
     timeout-minutes: 60
 
+    env:
+      NUMPY_WHEELS_AVAILABLE: ${{ matrix.os == 'ubuntu-latest' }}
+
+    concurrency:
+      group: ${{ github.ref }}-${{ matrix.os }}-dev
+      cancel-in-progress: ${{github.event_name == 'pull_request'}}
+
     steps:
     - uses: actions/checkout@v2
       with:
@@ -36,12 +48,16 @@ jobs:
         python-version: '3.10-dev'
 
     - name: Install dependencies
+      shell: bash
       run: |
         python -m pip install --upgrade pip setuptools wheel
-        pip install -i https://pypi.anaconda.org/scipy-wheels-nightly/simple numpy
-        pip install git+https://github.com/pytest-dev/pytest.git
+        if [[ "$NUMPY_WHEELS_AVAILABLE" == "true" ]]; then
+          pip install -i https://pypi.anaconda.org/scipy-wheels-nightly/simple numpy
+        else
+          pip install git+https://github.com/numpy/numpy.git
+        fi
         pip install git+https://github.com/nedbat/coveragepy.git
-        pip install cython python-dateutil pytz hypothesis pytest-xdist pytest-cov
+        pip install cython python-dateutil pytz hypothesis pytest>=6.2.5 pytest-xdist pytest-cov
         pip list
 
     - name: Build Pandas
@@ -54,6 +70,7 @@ jobs:
         python -c "import pandas; pandas.show_versions();"
 
     - name: Test with pytest
+      shell: bash
       run: |
         ci/run_tests.sh
       # GH 41935

pandas/tests/frame/test_reductions.py

@@ -1366,11 +1366,9 @@ def test_min_max_dt64_with_NaT_skipna_false(self, request, tz_naive_fixture):
         # GH#36907
         tz = tz_naive_fixture
         if isinstance(tz, tzlocal) and is_platform_windows():
-            request.node.add_marker(
-                pytest.mark.xfail(
-                    reason="GH#37659 OSError raised within tzlocal bc Windows "
-                    "chokes in times before 1970-01-01"
-                )
+            pytest.skip(
+                "GH#37659 OSError raised within tzlocal bc Windows "
+                "chokes in times before 1970-01-01"
             )
 
         df = DataFrame(