TST: Clean up DataFrame.to_csv compression tests
xref #19226 

Parametrized some of the compression tests in ``tests/frame/test_to_csv.py`` and used the new ``decompress_file`` function.
Hello @reidy-p! Thanks for updating the PR.











Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on January 20, 2018 at 11:31 Hours UTC looks very nice. not passing though :< ping on green. @jreback the failing tests seem to be caused by the following lines of code which have a ``pytest.mark.parametrize`` parameter with the name ``compression`` which is the same as the new fixture name:

https://github.com/pandas-dev/pandas/blob/f0cd23ca6485940e3a6572cc4f5afdce4c3921ab/pandas/tests/io/parser/test_network.py#L16-L26

Do you want to try to combine this into the new ``compression`` fixture? It could get a bit messy because the compression here differs from the compression covered by the new fixture but I'll see what I can do. so best would be to fix that
or could just rename the arg for now # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19273?src=pr&el=h1) Report
> Merging [#19273](https://codecov.io/gh/pandas-dev/pandas/pull/19273?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/1245f0673074316b53d1d1ee10abd6077058b133?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19273/graphs/tree.svg?src=pr&token=eZ4WkYLtcO&width=650&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/19273?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #19273   +/-   ##
=======================================
  Coverage   91.53%   91.53%           
=======================================
  Files         150      150           
  Lines       48739    48739           
=======================================
  Hits        44612    44612           
  Misses       4127     4127
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.9% <100%> (ø)` | :arrow_up: |
| #single | `41.73% <50%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19273?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/19273/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `84.45% <100%> (ø)` | :arrow_up: |

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[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19273?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19273?src=pr&el=footer). Last update [1245f06...8077702](https://codecov.io/gh/pandas-dev/pandas/pull/19273?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @jreback it’s green now. I just changed the argument name for now but I will continue with cleaning the compression tests. thanks @reidy-p keep em coming! Why does this add a new `conftest.py` file instead of adding it to the existing one? (which is one level up) Sure. Thanks @jorisvandenbossche 