BUG: Use correct line terminator on Windows

* Use OS line terminator if none is provided
* Enforce line terminator selection if one is

Originally authored by @deflatSOCO, but reapplied
by @gfyoung due to enormous merge conflicts.

Closes gh-20353.

doc/source/whatsnew/v0.24.0.txt

@@ -235,6 +235,97 @@ If installed, we now require:
 | scipy           | 0.18.1          |          |
 +-----------------+-----------------+----------+
 
+.. _whatsnew_0240.api_breaking.csv_line_terminator:
+
+`os.linesep` is used for ``line_terminator`` of ``DataFrame.to_csv``
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+:func:`DataFrame.to_csv` now uses :func:`os.linesep` rather than ``'\n'``
+ for the default line terminator (:issue:`20353`).
+This change only affects when running on Windows, where ``'\r\n'`` was used for line terminator
+even when ``'\n'`` was passed in ``line_terminator``.
+
+Previous Behavior on Windows:
+
+.. code-block:: ipython
+
+In [1]: data = pd.DataFrame({
+   ...:     "string_with_lf": ["a\nbc"],
+   ...:     "string_with_crlf": ["a\r\nbc"]
+   ...: })
+
+In [2]: # When passing file PATH to to_csv, line_terminator does not work, and csv is saved with '\r\n'.
+   ...: # Also, this converts all '\n's in the data to '\r\n'.
+   ...: data.to_csv("test.csv", index=False, line_terminator='\n')
+
+In [3]: with open("test.csv", mode='rb') as f:
+   ...:     print(f.read())
+b'string_with_lf,string_with_crlf\r\n"a\r\nbc","a\r\r\nbc"\r\n'
+
+In [4]: # When passing file OBJECT with newline option to to_csv, line_terminator works.
+   ...: with open("test2.csv", mode='w', newline='\n') as f:
+   ...:     data.to_csv(f, index=False, line_terminator='\n')
+
+In [5]: with open("test2.csv", mode='rb') as f:
+   ...:     print(f.read())
+b'string_with_lf,string_with_crlf\n"a\nbc","a\r\nbc"\n'
+
+
+New Behavior on Windows:
+
+- By passing ``line_terminator`` explicitly, line terminator is set to that character.
+- The value of ``line_terminator`` only affects the line terminator of CSV,
+  so it does not change the value inside the data.
+
+.. code-block:: ipython
+
+In [1]: data = pd.DataFrame({
+   ...:     "string_with_lf": ["a\nbc"],
+   ...:     "string_with_crlf": ["a\r\nbc"]
+   ...: })
+
+In [2]: data.to_csv("test.csv", index=False, line_terminator='\n')
+
+In [3]: with open("test.csv", mode='rb') as f:
+   ...:     print(f.read())
+b'string_with_lf,string_with_crlf\n"a\nbc","a\r\nbc"\n'
+
+
+- On Windows, the value of ``os.linesep`` is ``'\r\n'``,
+  so if ``line_terminator`` is not set, ``'\r\n'`` is used for line terminator.
+- Again, it does not affect the value inside the data.
+
+.. code-block:: ipython
+
+In [1]: data = pd.DataFrame({
+   ...: "string_with_lf": ["a\nbc"],
+   ...: "string_with_crlf": ["a\r\nbc"]
+   ...: })
+
+In [2]: data.to_csv("test.csv", index=False)
+
+In [3]: with open("test.csv", mode='rb') as f:
+   ...:     print(f.read())
+b'string_with_lf,string_with_crlf\r\n"a\nbc","a\r\nbc"\r\n'
+
+
+- For files objects, specifying ``newline`` is not sufficient to set the line terminator.
+  You must pass in the ``line_terminator`` explicitly, even in this case.
+
+.. code-block:: ipython
+
+In [1]: data = pd.DataFrame({
+   ...: "string_with_lf": ["a\nbc"],
+   ...: "string_with_crlf": ["a\r\nbc"]
+   ...: })
+
+In [2]: with open("test2.csv", mode='w', newline='\n') as f:
+   ...:     data.to_csv(f, index=False)
+
+In [3]: with open("test2.csv", mode='rb') as f:
+   ...:     print(f.read())
+b'string_with_lf,string_with_crlf\r\n"a\nbc","a\r\nbc"\r\n'
+
 .. _whatsnew_0240.api_breaking.interval_values:
 
 ``IntervalIndex.values`` is now an ``IntervalArray``

pandas/core/generic.py

@@ -9518,7 +9518,7 @@ def last_valid_index(self):
     def to_csv(self, path_or_buf=None, sep=",", na_rep='', float_format=None,
                columns=None, header=True, index=True, index_label=None,
                mode='w', encoding=None, compression='infer', quoting=None,
-               quotechar='"', line_terminator='\n', chunksize=None,
+               quotechar='"', line_terminator=None, chunksize=None,
                tupleize_cols=None, date_format=None, doublequote=True,
                escapechar=None, decimal='.'):
         r"""
@@ -9583,9 +9583,12 @@ def to_csv(self, path_or_buf=None, sep=",", na_rep='', float_format=None,
             will treat them as non-numeric.
         quotechar : str, default '\"'
             String of length 1. Character used to quote fields.
-        line_terminator : string, default ``'\n'``
+        line_terminator : string, optional
             The newline character or character sequence to use in the output
-            file.
+            file. Defaults to `os.linesep`, which depends on the OS in which
+            this method is called ('\n' for linux, '\r\n' for Windows, i.e.).
+
+            .. versionchanged:: 0.24.0
         chunksize : int or None
             Rows to write at a time.
         tupleize_cols : bool, default False

pandas/io/common.py

@@ -417,13 +417,14 @@ def _get_handle(path_or_buf, mode, encoding=None, compression=None,
     elif is_path:
         if compat.PY2:
             # Python 2
+            mode = "wb" if mode == "w" else mode
             f = open(path_or_buf, mode)
         elif encoding:
             # Python 3 and encoding
-            f = open(path_or_buf, mode, encoding=encoding)
+            f = open(path_or_buf, mode, encoding=encoding, newline="")
         elif is_text:
             # Python 3 and no explicit encoding
-            f = open(path_or_buf, mode, errors='replace')
+            f = open(path_or_buf, mode, errors='replace', newline="")
         else:
             # Python 3 and binary mode
             f = open(path_or_buf, mode)

pandas/io/formats/csvs.py

@@ -11,6 +11,7 @@
 from zipfile import ZipFile
 
 import numpy as np
+import os
 
 from pandas._libs import writers as libwriters
 
@@ -73,7 +74,7 @@ def __init__(self, obj, path_or_buf=None, sep=",", na_rep='',
         self.doublequote = doublequote
         self.escapechar = escapechar
 
-        self.line_terminator = line_terminator
+        self.line_terminator = line_terminator or os.linesep
 
         self.date_format = date_format