Add more valid options for compression= in to_parquet() (#815)

This matches the description in the API documentation for v2.1: https://pandas.pydata.org/pandas-docs/version/2.1/reference/api/pandas.DataFrame.to_parquet.html

Author: gwerbin

pandas-stubs/core/frame.pyi

@@ -386,7 +386,7 @@ class DataFrame(NDFrame, OpsMixin):
         self,
         path: FilePath | WriteBuffer[bytes],
         engine: ParquetEngine = ...,
-        compression: Literal["snappy", "gzip", "brotli"] | None = ...,
+        compression: Literal["snappy", "gzip", "brotli", "lz4", "zstd"] | None = ...,
         index: bool | None = ...,
         partition_cols: list[HashableT] | None = ...,
         storage_options: StorageOptions = ...,
@@ -397,7 +397,7 @@ class DataFrame(NDFrame, OpsMixin):
         self,
         path: None = ...,
         engine: ParquetEngine = ...,
-        compression: Literal["snappy", "gzip", "brotli"] | None = ...,
+        compression: Literal["snappy", "gzip", "brotli", "lz4", "zstd"] | None = ...,
         index: bool | None = ...,
         partition_cols: list[HashableT] | None = ...,
         storage_options: StorageOptions = ...,