Fixed pandas-dev#46319 by using PyUnicode_DecodeLocale to decode the string returned by c_strftime.

Author: Sylvain MARIE

pandas/_libs/tslibs/period.pyx

@@ -1303,7 +1303,7 @@ cdef str _period_strftime(int64_t value, int freq, bytes fmt):
     # Execute c_strftime to process the usual datetime directives
     formatted = c_strftime(&dts, <char*>fmt)
 
-    result = util.char_to_string(formatted)
+    result = util.char_to_string_locale(formatted)
     free(formatted)
 
     # Now fill the placeholders corresponding to our additional directives

pandas/_libs/tslibs/util.pxd

@@ -11,6 +11,15 @@ cdef extern from *:
     object char_to_string(const char* data)
 
 
+cdef extern from *:
+    object PyUnicode_DecodeLocale(const char *str, const char *errors)
+
+
+cdef inline object char_to_string_locale(const char* data):
+    """As opposed to PyUnicode_FromString, use the locale to decode."""
+    return PyUnicode_DecodeLocale(data, NULL)
+
+
 cdef extern from "Python.h":
     # Note: importing extern-style allows us to declare these as nogil
     # functions, whereas `from cpython cimport` does not.