add compression docstring

Author: ocefpaf

pandas/io/common.py

@@ -208,6 +208,8 @@ def get_filepath_or_buffer(filepath_or_buffer, encoding=None,
                          or buffer
     encoding : the encoding to use to decode py3 bytes, default is 'utf-8'
     mode : str, optional
+    compression : str, default None
+                  indicate the compression such as 'gzip'.
 
     Returns
     -------