[ENH] Suggestion: Alternative parameter name for format argument in _to_datetime method

In the TriangleBase class there is a method called `_to_datetime` that has an argument called `format`:

```python
@staticmethod
def _to_datetime(data, fields, period_end=False, format=None):
```

I'm getting a warning from my IDE that `format` shadows a built-in name in Python. I propose that we rename it to something else, maybe datetime_format. 