ARROW-2677: [Python] Expose Parquet ZSTD compression

[xhochy]

No description provided.

[wesm]

+1, rerunning the failed build as it looks transient.

We don't indicate what values of compression are supported in the Parquet docstrings https://github.com/apache/arrow/blob/master/python/pyarrow/parquet.py#L252. We should either fix that here or in a follow-up patch, as you prefer

[codecov-io]

Codecov Report

Merging #2120 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master    #2120      +/-   ##
==========================================
+ Coverage   86.41%   86.42%   +<.01%     
==========================================
  Files         242      242              
  Lines       41534    41536       +2     
==========================================
+ Hits        35893    35896       +3     
+ Misses       5641     5640       -1

Impacted Files	Coverage Δ
python/pyarrow/parquet.py	88.95% <ø> (ø)	⬆️
python/pyarrow/tests/test_parquet.py	95.54% <100%> (ø)	⬆️
python/pyarrow/_parquet.pyx	69.12% <100%> (+0.12%)	⬆️
cpp/src/arrow/util/thread-pool-test.cc	99.45% <0%> (+0.54%)	⬆️

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