CLN: File handling for PyArrow parquet
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

De-duplicate file handling of PyArrows' parquet.
I'm looking into this, I fear that the docs are testing a case that isn't captured in the tests itself. @twoertwein can you merge master and apply suggestions, ping on greenish @jreback green'ish. I think I incorporated @jorisvandenbossche comments (renamed variable and function; do not type-abuse IOHandles) thanks @twoertwein 