[EHN] Set expand_column's sep default as "|"

[Zeroto521]

PR Description

Please describe the changes proposed in the pull request:

• Set expand_column's sep default is "|", same to pandas.Series.str.get_dummies.

This PR resolves #876.

PR Checklist

Please ensure that you have done the following:

1. PR in from a fork off your branch. Do not PR from <your_username>:dev, but rather from <your_username>:<feature-branch_name>.
2. If you're not on the contributors list, add yourself to AUTHORS.rst.

3. Add a line to CHANGELOG.md under the latest version header (i.e. the one that is "on deck") describing the contribution.
   • Do use some discretion here; if there are multiple PRs that are related, keep them in a single line.

Automatic checks

There will be automatic checks run on the PR. These include:

• Building a preview of the docs on Netlify
• Automatically linting the code
• Making sure the code is documented
• Making sure that all tests are passed
• Making sure that code coverage doesn't go down.

Relevant Reviewers

Please tag maintainers to review.

• @ericmjl

[codecov]

Codecov Report

Merging #880 (39c74f8) into dev (631c812) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##              dev     #880   +/-   ##
=======================================
  Coverage   94.92%   94.92%           
=======================================
  Files          19       19           
  Lines        2090     2090           
=======================================
  Hits         1984     1984           
  Misses        106      106           

[ericmjl]

@Zeroto521 thank you for the contribution! I like the change, as it's a sensible one, and I think we'd also appreciate just a bit more user-facing and developer-facing documentation for it. I only have two requested changes, if you could make those, I'm happy to approve the PR.

As is custom, I would also want to make sure we have two reviewers on the PR before we hit merge. Please hang tight; the team is distributed globally (AU, IN, US, etc.), it might take a bit of time for us to get to it!

[ericmjl]

@samukweku when the checks are done, please feel free to do the honors! (Not worried about code coverage on this one either, the decrease doesn't seem to be reasonable... must be a bug with codecov I think.)