to_pickle doesn't support file handles
`to_pickle` supports only file names, not file handles. See: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.to_pickle.html

Is there some particular reason for this? `to_csv` does support file handles so I would have expected `to_pickle` to support too.

To reproduce:

```
>>> with open("tmp.p", 'w') as fp:
...     pd.Series([1,2,3]).to_pickle(fp)

ValueError: Unrecognized compression type: infer
```