xlsx cannot open on windows 10
#### pd.ExcelWriter  xlsx cannot open on windows 10
# Code
xlsx_writer = pd.ExcelWriter(os.path.join(output_path, "report.xlsx"), engine='openpyxl')
    df = pd.DataFrame(data=[{"val": val} for val in summary.values()], index=summary.keys()).sort_index()
    df.to_excel(xlsx_writer, sheet_name="summary")
xlsx_writer.save()
```
#### Problem description

I used pd.ExcelWriter to create a report.xlsx file and on Mac system it can be open. 
But when change to Windows it cannot be open and size of file is 0.

#### df data
                                         val
STOCK                                 100000
alpha                                    NaN
annualized_returns                     0.205
beta                                     NaN
cash                                 3845.03
downside_risk                          0.257
end_date                          2015-12-31
information_ratio                      0.676
max_drawdown                           0.444
run_type                            BACKTEST
sharpe                                 0.567
sortino                                0.054
start_date                        2014-01-02
strategy_file       examples/buy_and_hold.py
strategy_name                   buy_and_hold
total_returns                          0.437
total_value                           143696
tracking_error                         0.387
unit_net_value                         1.437
units                                 100000
volatility                             0.387

#### Expected Output
![image](https://user-images.githubusercontent.com/26325127/77720517-20856200-7023-11ea-9230-1042cc8e85ea.png)

#### Output of ``pd.show_versions()``

<details>

[paste the output of ``pd.show_versions()`` here below this line]
pandas: 0.24.2
pytest: 5.4.1
pip: 20.0.2
setuptools: 46.1.1.post20200323
Cython: 0.29.15
numpy: 1.18.2
scipy: 1.4.1
pyarrow: None
xarray: None
IPython: 7.13.0
sphinx: None
patsy: None
dateutil: 2.8.1
pytz: 2019.3
blosc: None
bottleneck: None
tables: 3.6.1
numexpr: 2.7.1
feather: None
matplotlib: 3.2.1
openpyxl: 3.0.3
xlrd: None
xlwt: None
xlsxwriter: 1.2.8
lxml.etree: None
bs4: None
html5lib: None
sqlalchemy: 1.3.15
pymysql: 0.9.3
psycopg2: None
jinja2: None
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None
</details>
