Enhance `HolidayTransform` #4091

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Run time

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Job	Run time
long-1-test	11m 9s
lint	1m 55s
experimental-test	2m 8s
long-2-test	13m 39s
test (3.8)	1h 12m 56s
test (3.9)	1h 10m 7s
test (3.10)	59m 12s
test-pandas-versions (>=1.1,<1.2)	12m 8s
test-pandas-versions (>=1.2,<1.3)	10m 19s
test-pandas-versions (>=1.3,<1.4)	9m 42s
test-pandas-versions (>=1.4)	11m 16s
	4h 34m 31s