I'd imagine in the 20-40 kHz range would be appropriate, but you can probably find out more information by doing a web search.
One of your first tasks is to decide how you'll decide whether the whistle is working appropriately. You'll want some kind of detector to show that it is oscillating properly. The tool that most folks would probably pick would be a microphone with suitable frequency response -- then look at its output on an oscilloscope or an AC voltmeter.