Description
Is your feature request related to a problem?
The df.to_csv() function has a mode parameter that allows the user to specify the file mode when writing.
I usually use mode='x' to avoid writing over the existing file, as caution.
Is there any specific reason why to_pickle and co. doesn't have the same parameter?
Describe the solution you'd like
I see that mode for df.to_csv is implemented/used via the get_handle function: https://github.com/pandas-dev/pandas/blob/1.4.x/pandas/io/formats/csvs.py#L243
df.to_pickle also has the same function call but mode is fixed to wb: https://github.com/pandas-dev/pandas/blob/1.4.x/pandas/io/pickle.py#L99
Can mode be exposed as an API to the end user, with additional checks that the user specifies binary (b) if needed?
API breaking implications
Not sure, probably none?
Additional info
docs for to_pickle: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.to_pickle.html
docs for to_csv: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.to_csv.html
Describe alternatives you've considered
End user manually checks if file exists before running df.to_pickle.