ENH: memory_map for compressed files
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Apply memory mapping first and then compression. The existing order didn't work.

This adds support for memory mapping in `read_csv` when compression is specified (python and c engine).
Hello @twoertwein! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:







There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-11-04 20:01:25 UTC @jreback green'ish :)