Added 'protocol' parameter to 'to_pickle'.

Author: jbschiratti

pandas/core/generic.py

@@ -50,6 +50,7 @@
 from pandas.compat.numpy import function as nv
 from pandas.compat import (map, zip, lzip, lrange, string_types,
                            isidentifier, set_function_name)
+from pandas.compat import cPickle as pkl
 import pandas.core.nanops as nanops
 from pandas.util.decorators import Appender, Substitution, deprecate_kwarg
 from pandas.util.validators import validate_bool_kwarg
@@ -1344,7 +1345,8 @@ def to_sql(self, name, con, flavor=None, schema=None, if_exists='fail',
                    if_exists=if_exists, index=index, index_label=index_label,
                    chunksize=chunksize, dtype=dtype)
 
-    def to_pickle(self, path, compression='infer'):
+    def to_pickle(self, path, compression='infer',
+                  protocol=pkl.HIGHEST_PROTOCOL):
         """
         Pickle (serialize) object to input file path.
 
@@ -1354,11 +1356,15 @@ def to_pickle(self, path, compression='infer'):
             File path
         compression : {'infer', 'gzip', 'bz2', 'xz', None}, default 'infer'
             a string representing the compression to use in the output file
+        protocol : int
+            Int which indicates which protocol should be used by the pickler,
+            default HIGHEST_PROTOCOL (Pickle module).
 
             .. versionadded:: 0.20.0
         """
         from pandas.io.pickle import to_pickle
-        return to_pickle(self, path, compression=compression)
+        return to_pickle(self, path, compression=compression,
+                         protocol=protocol)
 
     def to_clipboard(self, excel=None, sep=None, **kwargs):
         """

pandas/io/pickle.py

@@ -7,7 +7,7 @@
 from pandas.io.common import _get_handle, _infer_compression
 
 
-def to_pickle(obj, path, compression='infer'):
+def to_pickle(obj, path, compression='infer', protocol=pkl.HIGHEST_PROTOCOL):
     """
     Pickle (serialize) object to input file path
 
@@ -18,6 +18,9 @@ def to_pickle(obj, path, compression='infer'):
         File path
     compression : {'infer', 'gzip', 'bz2', 'xz', None}, default 'infer'
         a string representing the compression to use in the output file
+    protocol : int
+        Int which indicates which protocol should be used by the pickler,
+        default HIGHEST_PROTOCOL (Pickle module).
 
         .. versionadded:: 0.20.0
     """
@@ -26,7 +29,7 @@ def to_pickle(obj, path, compression='infer'):
                         compression=inferred_compression,
                         is_text=False)
     try:
-        pkl.dump(obj, f, protocol=pkl.HIGHEST_PROTOCOL)
+        pkl.dump(obj, f, protocol=protocol)
     finally:
         for _f in fh:
             _f.close()