PERF: improved performance of compatible pickles (GH6899)
closes #6899

though seems that cPickle can on a small file/dataset be slower

so waiting for results on #6899 tests

```
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
packers_read_pickle                          | 446.7856 | 2399.6547 |   0.1862 |
packers_write_pickle                         | 784.3113 | 800.6363 |   0.9796 |
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------

Ratio < 1.0 means the target commit is faster then the baseline.
Seed used: 1234

Target [0e90ef4] : PERF: improved performance of compatible pickles (GH6899)
Base   [951f055] : Merge pull request #6986 from jreback/warnings2
```

COMPAT: remove deprecated optinos from printing in test suite (GH6984)
