Support pd.read_pickle and pd.to_pickle in cudf.pandas (#16105)

Closes #15459

Authors:
  - Matthew Murray (https://github.com/Matt711)

Approvers:
  - Vyas Ramasubramani (https://github.com/vyasr)
  - Matthew Roeschke (https://github.com/mroeschke)
  - Lawrence Mitchell (https://github.com/wence-)

URL: #16105

python/cudf/cudf/pandas/_wrappers/pandas.py

@@ -919,6 +919,12 @@ def Index__new__(cls, *args, **kwargs):
 
 _eval_func = _FunctionProxy(_Unusable(), pd.eval)
 
+register_proxy_func(pd.read_pickle)(
+    _FunctionProxy(_Unusable(), pd.read_pickle)
+)
+
+register_proxy_func(pd.to_pickle)(_FunctionProxy(_Unusable(), pd.to_pickle))
+
 
 def _get_eval_locals_and_globals(level, local_dict=None, global_dict=None):
     frame = sys._getframe(level + 3)

python/cudf/cudf_pandas_tests/test_cudf_pandas.py

@@ -1080,6 +1080,13 @@ def test_pickle(obj):
 
     tm.assert_equal(obj, copy)
 
+    with tempfile.TemporaryFile() as f:
+        xpd.to_pickle(obj, f)
+        f.seek(0)
+        copy = xpd.read_pickle(f)
+
+    tm.assert_equal(obj, copy)
+
 
 def test_dataframe_query():
     cudf_pandas_df = xpd.DataFrame({"foo": [1, 2, 3], "bar": [4, 5, 6]})