[feature] timeseries: Enable saving of compressed CSV files #2209
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When setting up the
OutputWriter()
object, passingoutput_file_type=".csv.zip"
should not result in a warning or error, but instead tell Pandas to save the data using the inferred compression format. This is possible because the documentation in https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.to_csv.html allows for inferred compression types from file name.