CLN: PY3 Remove cPickle
- [x] xref #25725
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Remove `cPickle`. Removes some `cPickle` tests.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=h1) Report
> Merging [#25956](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/00c119c50728bee88a5e5d1538cf3a405e36997c?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25956/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25956      +/-   ##
==========================================
+ Coverage   91.82%   91.82%   +<.01%     
==========================================
  Files         175      175              
  Lines       52581    52571      -10     
==========================================
- Hits        48280    48274       -6     
+ Misses       4301     4297       -4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.38% <100%> (+0.01%)` | :arrow_up: |
| #single | `41.9% <62.5%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/compat/\_\_init\_\_.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9fX2luaXRfXy5weQ==) | `70.96% <ø> (+0.26%)` | :arrow_up: |
| [pandas/compat/pickle\_compat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9waWNrbGVfY29tcGF0LnB5) | `76.38% <100%> (+7.25%)` | :arrow_up: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `93.54% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `75% <0%> (-12.5%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.79% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.63% <0%> (-0.11%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25956?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/25956?src=pr&el=footer). Last update [00c119c...ba9c60d](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=h1) Report
> Merging [#25956](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/00c119c50728bee88a5e5d1538cf3a405e36997c?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25956/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25956      +/-   ##
==========================================
+ Coverage   91.82%   91.82%   +<.01%     
==========================================
  Files         175      175              
  Lines       52581    52571      -10     
==========================================
- Hits        48280    48274       -6     
+ Misses       4301     4297       -4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.38% <100%> (+0.01%)` | :arrow_up: |
| #single | `41.9% <62.5%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/compat/\_\_init\_\_.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9fX2luaXRfXy5weQ==) | `70.96% <ø> (+0.26%)` | :arrow_up: |
| [pandas/compat/pickle\_compat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9waWNrbGVfY29tcGF0LnB5) | `76.38% <100%> (+7.25%)` | :arrow_up: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `93.54% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `75% <0%> (-12.5%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.79% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25956/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.63% <0%> (-0.11%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25956?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/25956?src=pr&el=footer). Last update [00c119c...942dcba](https://codecov.io/gh/pandas-dev/pandas/pull/25956?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 lgtm. @mroeschke If you want to clarify the above comment, pls do so. merge on green.