TST: clean up all of the compression tests

[jreback]

we have tests for compression kwargs all over the code base, e.g. grep -r compression pandas/tests/

I think only the json and parser network tests parametrize these. The others have copy-pasted code all over the place.

Needs to be consolidated, and the fixtures that are used in json/parser should be pushed to the very top level conftest.py

would accept incremental (multiple) PR's for this.

[reidy-p]

@jreback do you see any more compression tests that should be cleaned? There are some other compression tests that I haven't touched but I don't see any way to clean them up easily.

[jreback]

I think tests still in :pandas/tests/io/parser/compression.py and test_pickle

[jreback]

in test_pickle there is a TestCompression class, did that get missed?

[jreback]

@reidy-p anything remaining on this?

[reidy-p]

@jreback I think some of the tests in pandas/tests/io/parser/compression.py can be parametrized. I will try to submit a PR for this.

We could also move the compress_file function in pandas/tests/io/test_pickle.py to pandas/util/testing.py to make it closer to the decompress_file utility function and possibly re-use it for other tests.