ENH: Added optional pickle protocol version argument to pandas.to_pickle()
- [ ] closes #14488 
- [ ] tests added / passed
- [ ] passes `git diff upstream/master | flake8 --diff`
- [ ] whatsnew entry

… :issue:'14488'

can you rebase closing as stale, but if you would like to update, pls comment. If the original author @beverast lost interest in the PR, I would like to take over.
I am also interested in having an optional parameter `protocol` to the `to_pickle` function.
cc @jreback  sure u can start with the commits here if u like 
open a new PR