ENH: Define instance attributes in __init__ method

[jhlegarreta]

Define instance attributes in __init__ method.

Fixes:

Instance attribute _datashape defined outside __init__

and similar warnings.

[oesteban]

I'm surprised - is this a problem despite them being listed in __slots__?

Happy to merge if this is not just the face of a deeper problem

[jhlegarreta]

Looks like it is still recommended to initialize the values in the __init__ method:
https://wiki.python.org/moin/UsingSlots

If the above ref is not enough, the below does not say they are a substitute for the __init__ initialization:
https://docs.python.org/3/reference/datamodel.html#object.__slots__

And pylint has a warning for this as well:
https://pylint.readthedocs.io/en/latest/user_guide/messages/warning/attribute-defined-outside-init.html

Not sure whether there are other aspects that make the behavior to be different in some cases.