TST: Parameterize some compression tests
State: closed

closes #19226 

Parameterizing some tests in ``pandas/tests/io/parser/compression.py``. I left the zip test alone because it was quite different to the others and I couldn't see an easy way to incorporate it in the parameterizing.

Labels:
name: Testing
description: pandas testing functions or related to the test suite

Comments:
ping on green.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20337?src=pr&el=h1) Report
> Merging [#20337](https://codecov.io/gh/pandas-dev/pandas/pull/20337?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/30e0006f5435fbbe9302387b8513e0ef1134b012?src=pr&el=desc) will **decrease** coverage by `0.04%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20337/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/20337?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20337      +/-   ##
==========================================
- Coverage   91.77%   91.73%   -0.05%     
==========================================
  Files         152      150       -2     
  Lines       49196    49151      -45     
==========================================
- Hits        45151    45090      -61     
- Misses       4045     4061      +16
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.12% <ø> (-0.05%)` | :arrow_down: |
| #single | `41.9% <ø> (+0.08%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20337?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2h0bWwucHk=) | `86.6% <0%> (-2.19%)` | :arrow_down: |
| [pandas/io/formats/format.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvZm9ybWF0LnB5) | `96.26% <0%> (-1.99%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.07% <0%> (-1.74%)` | :arrow_down: |
| [pandas/core/algorithms.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYWxnb3JpdGhtcy5weQ==) | `94.17% <0%> (-0.13%)` | :arrow_down: |
| [pandas/compat/\_\_init\_\_.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9fX2luaXRfXy5weQ==) | `57.62% <0%> (-0.12%)` | :arrow_down: |
| [pandas/core/arrays/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2NhdGVnb3JpY2FsLnB5) | `95.06% <0%> (-0.06%)` | :arrow_down: |
| [pandas/core/ops.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvb3BzLnB5) | `96.35% <0%> (ø)` | :arrow_up: |
| [pandas/core/strings.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3RyaW5ncy5weQ==) | `98.32% <0%> (ø)` | :arrow_up: |
| [pandas/core/indexing.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhpbmcucHk=) | `93.02% <0%> (ø)` | :arrow_up: |
| [pandas/errors/\_\_init\_\_.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2Vycm9ycy9fX2luaXRfXy5weQ==) | `92.3% <0%> (ø)` | :arrow_up: |
| ... and [16 more](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20337?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/20337?src=pr&el=footer). Last update [30e0006...3a6fd0d](https://codecov.io/gh/pandas-dev/pandas/pull/20337?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/20337?src=pr&el=h1) Report
> Merging [#20337](https://codecov.io/gh/pandas-dev/pandas/pull/20337?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/30e0006f5435fbbe9302387b8513e0ef1134b012?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20337/graphs/tree.svg?token=eZ4WkYLtcO&width=650&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/20337?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #20337   +/-   ##
=======================================
  Coverage   91.77%   91.77%           
=======================================
  Files         152      152           
  Lines       49196    49196           
=======================================
  Hits        45151    45151           
  Misses       4045     4045
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.16% <ø> (ø)` | :arrow_up: |
| #single | `41.82% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20337?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.18% <0%> (ø)` | :arrow_up: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/20337/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `95.85% <0%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20337?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/20337?src=pr&el=footer). Last update [30e0006...3a6fd0d](https://codecov.io/gh/pandas-dev/pandas/pull/20337?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

@jreback your suggestion worked so I think this is ready. Thanks!
thanks!