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Backport PR #39795: fix benchmark failure with numpy 1.20+

@lumberbot-app lumberbot-app bot added this to the 1.2.3 milestone Feb 16, 2021
@jreback jreback added the Benchmark Performance (ASV) benchmarks label Feb 16, 2021
@simonjayhawkins
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ImportError: cannot import name 'np_version_under1p20' from 'pandas.compat.numpy'

will fix up shortly

@simonjayhawkins
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The changes that caused the failure were added in #38379 which is on master, milestoned 1.3 and not on 1.2.x

this backport is not needed, so closing

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