TST: use checkstack level as per comments in groupby.agg with dicts depr testing

[jreback]

as per @jorisvandenbossche comments
#15931 (comment)

[jorisvandenbossche]

Let's see what this gives! :-)

(if this fails depending on the python version, we could also skip this depending on that. Although I recall that it was mainly the module deprecation rather than function deprecation that had issues depending on python version)

[jreback]

@jorisvandenbossche seemed to work, thanks!

[codecov]

Codecov Report

Merging #15992 into master will increase coverage by <.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master   #15992      +/-   ##
==========================================
+ Coverage      91%      91%   +<.01%     
==========================================
  Files         145      145              
  Lines       49636    49636              
==========================================
+ Hits        45170    45171       +1     
+ Misses       4466     4465       -1

Flag	Coverage Δ
#multiple	88.77% <ø> (ø)	⬆️
#single	40.53% <ø> (ø)	⬆️

Impacted Files	Coverage Δ
pandas/core/groupby.py	95.54% <ø> (ø)	⬆️
pandas/core/common.py	91.03% <0%> (+0.34%)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 1c4dacb...b2f52d6. Read the comment docs.