fix Series.to_csv compression tests

Author: reidy-p

pandas/tests/series/test_io.py

@@ -139,12 +139,6 @@ def test_to_csv_path_is_none(self):
         csv_str = s.to_csv(path=None)
         assert isinstance(csv_str, str)
 
-    @pytest.mark.parametrize('compression', [
-        None,
-        'gzip',
-        'bz2',
-        pytest.param('xz', marks=td.skip_if_no_lzma),
-    ])
     def test_to_csv_compression(self, compression):
 
         s = Series([0.123456, 0.234567, 0.567567], index=['A', 'B', 'C'],
@@ -160,14 +154,13 @@ def test_to_csv_compression(self, compression):
             assert_series_equal(s, rs)
 
             # explicitly ensure file was compressed
-            f = tm.decompress_file(filename, compression=compression)
-            text = f.read().decode('utf8')
-            assert s.name in text
-            f.close()
-
-            f = tm.decompress_file(filename, compression=compression)
-            assert_series_equal(s, pd.read_csv(f, index_col=0, squeeze=True))
-            f.close()
+            with tm.decompress_file(filename, compression=compression) as fh:
+                text = fh.read().decode('utf8')
+                assert s.name in text
+
+            with tm.decompress_file(filename, compression=compression) as fh:
+                assert_series_equal(s, pd.read_csv(fh,
+                                                   index_col=0, squeeze=True))
 
 
 class TestSeriesIO(TestData):