BUG: added support for ordered categoricals in kendall/spearman correlation

[micheleuap]

• closes BUG: spearman correlation doesn't work on non-numeric data #60306
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

This adds support for Kendall and Spearman correlation on ordered categorical data - no change in behaviour for Pearson correlation or for unordered categoricals.

As shown in the bug report

df = DataFrame({'a' : [1, 2, 3, 4], 'b' : [4, 3, 2, 1]})
df['b'] = df['b'].astype('category').cat.set_categories([4, 3, 2, 1], ordered=True)
df.corr(method='spearman')

used to return -1, going forward this will return 1. I.e. this does not try to convert the categories to floats, but instead uses the stated order of each category.

[micheleuap]

Tests used to pass - freethreading started segfaulting after I changed the .rst file - Highly doubt this is a problem with the PR