request to implement LATIN sorting algorithm in pandas

[jopasi]

Code Sample, a copy-pastable example if possible

# Your code here
import locale
locale.setlocale(locale.LC_ALL, 'hu_HU.UTF-8')
a = ["A", "E", "Z", "a", "e", "é","z" , "5","4","1", "AA", "AÁ", "ÁA", "ÁÁ", "aa", "aá", "áa", "áá"]
sorted(a, key=locale.strxfrm) 
['1', '4', '5', 'a', 'A', 'aa', 'AA', 'aá', 'AÁ', 'áa', 'ÁA', 'áá', 'ÁÁ', 'e', 'E', 'é', 'z', 'Z']

Problem description

Dear developers,
I would like to suggest a following request which could be good for lots of foreign people who wants to use their foreign characters/words in pandas data frame.

In Pandas there is no possibility to sort string data in Latin or other country specific algorithm.
Although python gives already a solution for this:
import locale
locale.setlocale(locale.LC_ALL, 'hu_HU.UTF-8') # this is for Hungarian characters, but could be any other country specific sorting as well. Like 'fr_FR.UTF-8' for France, etc.
a = ["A", "E", "Z", "a", "e", "é","z" , "5","4","1", "AA", "AÁ", "ÁA", "ÁÁ", "aa", "aá", "áa", "áá"]
sorted(a)
['1', '4', '5', 'A', 'AA', 'AÁ', 'E', 'Z', 'a', 'aa', 'aá', 'e', 'z', 'ÁA', 'ÁÁ', 'áa', 'áá', 'é'] # this gives a standard English sorting. This order absolutely wrong for other, foreign countries.
sorted(a, key=locale.strxfrm) #this is the good way of sorting Latin, or Hungarian characters
['1', '4', '5', 'a', 'A', 'aa', 'AA', 'aá', 'AÁ', 'áa', 'ÁA', 'áá', 'ÁÁ', 'e', 'E', 'é', 'z', 'Z']

in pandas there Is no way to specify the sorting order;
df.sort_values() #this gives wrong sorting for Latin and other characters
Would be fine to have a function like this:
df.sort_values(key=locale.strxfrm)

I would appreciate if this features which already exists in Python will be implemented in pandas as well.
Thank you

Expected Output

df.sort_values(key=locale.strxfrm)
['1', '4', '5', 'a', 'A', 'aa', 'AA', 'aá', 'AÁ', 'áa', 'ÁA', 'áá', 'ÁÁ', 'e', 'E', 'é', 'z', 'Z']

Output of pd.show_versions()

[paste the output of pd.show_versions() here below this line]

[WillAyd]

This is a duplicate of #3942 - investigation and PRs are always welcome