compression parameter descriptions

Author: minggli

pandas/core/generic.py

@@ -2089,7 +2089,8 @@ def to_pickle(self, path, compression='infer',
         compression : {'infer', 'gzip', 'bz2', 'zip', 'xz', None}, \
         default 'infer'
             A string representing the compression to use in the output file. By
-            default, infers from the file extension in specified path.
+            default, infers from the file extension in specified path. 'zip'
+            only supported with Python>=3.0
 
             .. versionadded:: 0.20.0
         protocol : int