ExcelWriter does not support BytesIO input

[filmor]

At least XlsxWriter supports writing to buffers but the ExcelWriter constructors try to read the extension of the supplied path, so it fails when you initialise it as ExcelWriter(buf, engine="xlsxwriter").

Currently you can hack that into pandas using

b = BytesIO()
w = ExcelWriter("data.xlsx", engine="xlsxwriter")
w.book = xlsxwriter.Workbook(b)
df.to_excel(w)
w.save()
b.getvalue()

but it would of course be nice if this just worked out-of-the-box. I'll try to build a PR for that.

[jreback]

this was attempted in #5992

so you can maybe resurrect some of that (that needed tests)