Backport PR #39376 on branch 1.2.x (REGR: write compressed pickle files with protocol=5)#39428

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simonjayhawkins merged 1 commit intopandas-dev:1.2.xfrom

meeseeksmachine:auto-backport-of-pr-39376-on-1.2.x

Jan 27, 2021

Commits on Jan 26, 2021

Backport PR #39376: REGR: write compressed pickle files with protocol=5

twoertwein
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