enable zip compression for Python 2 by avoid pickle.dump

Author: minggli

pandas/io/common.py

@@ -366,11 +366,7 @@ def _get_handle(path_or_buf, mode, encoding=None, compression=None,
         elif compression == 'zip':
             zf = BytesZipFile(path_or_buf, mode)
             if zf.mode == 'w':
-                if compat.PY3:
-                    f = zf
-                elif compat.PY2:
-                    raise NotImplementedError('Writing zip compression is not'
-                                              ' supported in Python 2.')
+                f = zf
             elif zf.mode == 'r':
                 zip_names = zf.namelist()
                 if len(zip_names) == 1:

pandas/io/pickle.py

@@ -74,7 +74,7 @@ def to_pickle(obj, path, compression='infer', protocol=pkl.HIGHEST_PROTOCOL):
     if protocol < 0:
         protocol = pkl.HIGHEST_PROTOCOL
     try:
-        pkl.dump(obj, f, protocol=protocol)
+        f.write(pkl.dumps(obj, protocol=protocol))
     finally:
         for _f in fh:
             _f.close()