dataframe.to_excel openpyxl multilpe sheets 
#### Code to test the issue, you need a csv file

```python
import os
from math import ceil
import pandas


def csv_to_xls(csvfile):
    def write_ws(p_writer, p_min, p_max, p_sheetname):
        df.loc[p_min:p_max].to_excel(p_writer, sheet_name=p_sheetname, index=False)

    MAX_XLSX_ROWSIZE = 1024 ** 2 - 1
    csvfilename = os.path.basename(csvfile)
    xlsxfilename = '{0}.xlsx'.format(os.path.splitext(csvfilename)[0])
    df = pandas.read_csv(filepath_or_buffer=csvfile, header=0)

    if len(df.index) < MAX_XLSX_ROWSIZE:
        df.to_excel(xlsxfilename, index=False)
    else:
        writer = pandas.ExcelWriter(xlsxfilename, engine='openpyxl')
        # writer = pandas.ExcelWriter(xlsxfilename, engine='xlsxwriter')
        for i in range(1, ceil(len(df.index) / MAX_XLSX_ROWSIZE)+1):
            # lmin = (i-1)*(MAX_XLSX_ROWSIZE + 1)
            # lmax = i*MAX_XLSX_ROWSIZE
            # Debug
            lmin = (i-1) * (1000 + 1)
            lmax = i * 1000
            # #####
            sheetname = f'Sheet{i}'
            # comment next 2 rows with xlsxwriter
            if sheetname not in writer.book.sheetnames:
                writer.book.create_sheet()

            write_ws(writer, lmin, lmax, sheetname)
        writer.save()
        writer.close()
    return xlsxfilename

source_dir = 'source'
lcsvfilename = 'smartweb.csv'
lcsvfile = os.path.join(source_dir, lcsvfilename)
lxlsxfilename = csv_to_xls(lcsvfile)

print(f"Creato file {lxlsxfilename}")

```
#### Problem description
I need to split a CSV on multiple xls worksheets.
If I use as writer **xlsxwriter** all goes fine, but if I use **openpyxl**:
- If i don't create the worksheet, the writer overrides the worksheet just created and gives it the new name and the new data
- If I create a worksheet the writer creates another new worksheet with the same name and adds to it the suffix 1

#### Output of ``pd.show_versions()``
<details>
pandas: 0.24.2
pytest: None
pip: 10.0.1
setuptools: 39.1.0
Cython: None
numpy: 1.16.2
scipy: None
pyarrow: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.8.0
pytz: 2018.9
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: 2.6.1
xlrd: 1.2.0
xlwt: None
xlsxwriter: 1.1.5
lxml.etree: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None
</details>

