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ARROW-2568: [Python] Expose thread pool size setting to Python, and deprecate "nthreads" where possible

There are two areas where `nthreads` cannot be replaced immediately by the global thread pool:

1. when converting Pandas data to Arrow table or record batch, since it uses a Python `ThreadPoolExecutor` from pure Python code (see `dataframe_to_arrays` in `pandas_compat.py`)
2. when reading or writing Parquet data, since `parquet-cpp` relies on parallelization facilities in the stable version of Arrow (see https://github.com/apache/parquet-cpp/pull/467)

Elsewhere, we add a `use_threads` boolean argument and deprecate `nthreads`.

Author: Antoine Pitrou <antoine@python.org>

Closes #2078 from pitrou/ARROW-2568 and squashes the following commits:

91187bf6 <Antoine Pitrou> Move use_threads flag into PandasOptions
a7aeed0e <Antoine Pitrou> Factor out secession predicate
f601d4e9 <Antoine Pitrou> ThreadPool::State pointer is const
4567a2c3 <Antoine Pitrou> Add a two-argument variant of ParallelFor() that uses the global CPU thread pool
d0a527ab <Antoine Pitrou> Restore single-thread path in WriteTableToBlocks()
2171e6e2 <Antoine Pitrou> On Windows, avoid shutting down the global thread pool at process exit
934e5a11 <Antoine Pitrou> Add & operator between Statuses
96397076 <Antoine Pitrou> Factor out deprecation logic
6b685406 <Antoine Pitrou> Fix MSVC warning
6b6f64a1 <Antoine Pitrou> Make ThreadPool capacity an int, not a size_t
61669755 <Antoine Pitrou> Rename CPUThreadPool() to GetCpuThreadPool()
d4eb8d47 <Antoine Pitrou> Export ThreadPool and CPUThreadPool()
6985afe6 <Antoine Pitrou> Lint
fcca62f5 <Antoine Pitrou> Emit FutureWarning (which is visible by default) rather than DeprecationWarning
172fba37 <Antoine Pitrou> Use C++ API, rather than multiprocessing, in pyarrow.{cpu_count,set_cpu_count}
50310b88 <Antoine Pitrou> Add API function to get desired ThreadPool capacity
3417325c <Antoine Pitrou> ARROW-2568:  WIP