ENH: df.to_pickle xz lzma preset=level for compression compresslevel

[segatrade]

Feature Type

• Adding new functionality to pandas

• Changing existing functionality in pandas

• Removing existing functionality in pandas

Problem Description

I wish I could use pandas to save dataframe with maximum possible compression. xz is good, but no way now to set preset=9

Feature Description

level = 9
df.to_pickle("name.pkl.xz", compression={'method': 'xz', 'compresslevel': level})
or
df.to_pickle("name.pkl.xz", compression={'method': 'xz', 'preset': level})

in /lib/python3.8/site-packages/pandas/io/common.py 828:

        elif compression == "xz":
            if ioargs.mode=='rb':
                handle = get_lzma_file()(handle, ioargs.mode)  # type: ignore[arg-type]
            else:
                handle = get_lzma_file()(handle, ioargs.mode, preset=level)

Alternative Solutions

Other methods compression in pandas support compresslevel

Additional Context

No response

[twoertwein]

Having something like handle = get_lzma_file()(handle, ioargs.mode, **compression_args) in pandas/io/common sounds reasonable to me.

[segatrade]

Having something like handle = get_lzma_file()(handle, ioargs.mode, **compression_args) in pandas/io/common sounds reasonable to me.

Nobody did it for a month, so I decide to make my first pull request in way as you @twoertwein offered. Tested dump and load - works fine