Switch hdf5 read/write
There's been a deprecation warning from pandas
when using deepdish
for a while. Basically, the https://pandas.pydata.org/pandas-docs/version/0.23.4/generated/pandas.Panel.html class is deprecated.
Deepdish isn't actively maintained anymore and it's possible that after this is removed from pandas we may find that deepdish is entirely broken.
I've been experimenting with adding hdf5 reading/writing functionality in a similar method to the json writing and it looks fairly simple. If there's interest I can open a MR with a fix.
One non-trivial thing will be maintaining backward-compatibilty would probably require two completely different funcitons.
Also, I think this would fit in well after !873 (merged) is merged.