refactor(python): Default to zstd parquet compression (#5060)

py-polars/polars/internals/dataframe/frame.py

@@ -2066,7 +2066,7 @@ def write_parquet(
         self,
         file: str | Path | BytesIO,
         *,
-        compression: ParquetCompression = "lz4",
+        compression: ParquetCompression = "zstd",
         compression_level: int | None = None,
         statistics: bool = False,
         row_group_size: int | None = None,
@@ -2081,9 +2081,10 @@ def write_parquet(
         file
             File path to which the file should be written.
         compression : {'lz4', 'uncompressed', 'snappy', 'gzip', 'lzo', 'brotli', 'zstd'}
-            Compression method. The default compression "lz4" (actually lz4raw) has very
-            good performance, but may not yet been supported by older readers. If you
-            want more compatibility guarantees, consider using "snappy".
+            Choose "zstd" for good compression performance.
+            Choose "lz4" for fast compression/decompression.
+            Choose "snappy" for more backwards compatibility guarantees
+            when you deal with older parquet readers.
             Method "uncompressed" is not supported by pyarrow.
         compression_level
             The level of compression to use. Higher compression means smaller files on