ENH: Store comments from read_csv in an property (`df.comment`) and allow saving

[DSLituiev]

Problem description

This is an enhancement request to allow handling and saving comment strings with DataFrame text file IO. Two related stackoverflow questions about such feature:
http://stackoverflow.com/questions/39724298/pandas-extract-comment-lines
http://stackoverflow.com/questions/29233496/write-comments-in-csv-file-with-pandas

Code Sample, a copy-pastable example if possible

df = pd.read_csv("mydata.csv", comment="#")
df.comment
"this is a comment from mydata.csv file"
df.to_csv("output.csv", comment="#") # saves the `comment` string by pasting "#" before its each line and putting it before the table. 

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 3.5.1.final.0 python-bits: 64 OS: Darwin OS-release: 14.5.0 machine: x86_64 processor: i386 byteorder: little LC_ALL: None LANG: en_US.UTF-8 LOCALE: en_US.UTF-8

pandas: 0.19.0
nose: 1.3.7
pip: 9.0.1
setuptools: 29.0.1
Cython: 0.24
numpy: 1.12.0
scipy: 0.18.1
statsmodels: 0.6.1
xarray: None
IPython: 5.0.0
sphinx: 1.4.5
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.7
blosc: None
bottleneck: None
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: 4.4.1
html5lib: None
httplib2: 0.9.2
apiclient: 1.5.1
sqlalchemy: 1.0.14
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.42.0
pandas_datareader: None

[jreback]

xref #5686

attaching meta-data (that they is mostly-not propogated) is not generally a good idea, rather this could be something like:

df, comments, bad_lines = pd.read_csv(...., return_comments=True, return_bad_lines=True)

or some such.

of if we simply want to not allow both comment processing and returning (which is prob preferable)

df, comments, bad_lines = pd.read_csv(...., comments='return', errors='return')
(going with the new errors kw that has been proposed for handling / warning on bad_lines)

or probably better

df, return_data = ...

where

return_data = 
{
'comments' = [list_of_tuples (line_number, comment)], 
'errors'= [list_of_tuples(line_number, text, error)]
}

or somesuch (this would be nicer as you only always have 1 return value, and it has optional keys)

[TrigonaMinima]

@jreback I'd like to work upon this.

Is there any other target file other than pandas/io/parsers.py?

[jreback]

the main file is pandas/parser.pyx, pandas/io/parsers.py houses the top-level interface and the python parser, while parser.pyx houses the c-parser. Both would need to be modified.