to_pickle doesn't support file handles

[jluttine]

to_pickle supports only file names, not file handles. See: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.to_pickle.html

Is there some particular reason for this? to_csv does support file handles so I would have expected to_pickle to support too.

To reproduce:

>>> with open("tmp.p", 'w') as fp:
...     pd.Series([1,2,3]).to_pickle(fp)

ValueError: Unrecognized compression type: infer

[jluttine]

The reason I'd like to have support for file handles is that then I can explicitly flush.

[jreback]

duplicate of #26237

nothing stopping this, submit a PR today!