We extended the CategoricalDtype to accept optional categories and ordered
argument.

```python
pd.CategoricalDtype(categories=['a', 'b'], ordered=True
```

CategoricalDtype is now part of the public API. This allows users to
specify the desired categories and orderedness of an operation ahead of time.
The current behavior, which is still possible with categories=None, the
default, is to infer the categories from whatever is present.

This change will make it easy to implement support for specifying categories
that are know ahead of time in other places e.g. .astype, .read_csv, and the
Series constructor.

Closes pandas-dev#14711
Closes pandas-dev#15078
Closes pandas-dev#14676

Get a valid instance of `CategoricalDtype` as early as possible, and use that
throughout.