Add compression to LocalFileOpener

[limx0]

This PR copies the compression implementation from OpenFile to LocalFileOpener to allow the compression kwarg to work for local files again.

I've added a simple test also. This should fix #659

[martindurant]

OK, I think this works fine. Note that fsspec.open does already handle this, and also explicitly keeps references to the intermediate file objects so that they can be cleanly closed. I am supposing that garbage collection is doing the right thing here, as the compressed file keeps a reference to the raw file.

[limx0]

Thanks @martindurant - I'm doing some other operations with an open filesystem so this is just how I ended up opening the file (as opposed to just using fsspec.open). Should I add some extra testing to ensure these files are cleaned up?

[martindurant]

I think it's OK. The extra tests would need some mocking or other inner hacks that might be unpleasant.