[Python] Allow Compression level to be used on CompressedOutputStream and output_stream related classes that allows for compression to be defined

### Describe the enhancement requested

In python, there are plenty of places where compression can be used as string, but, there is not a way to set the compression level; like in pyarrow file system. It will be nice to have it, or any other way to deal with different compression level. What I am able to find is the Codec class, put that doesn't allow having stream, and the stream class doesn't allow specifying the compression level

### Component(s)

Python