diff --git a/catalyst/assets/_assets.pyx b/catalyst/assets/_assets.pyx index f80fbf4a..22a637fe 100644 --- a/catalyst/assets/_assets.pyx +++ b/catalyst/assets/_assets.pyx @@ -630,23 +630,28 @@ cdef class TradingPair(Asset): and whose second element is a tuple of all the attributes that should be serialized/deserialized during pickling. """ - #TODO: make sure that all fields set there + # added arguments for catalyst return (self.__class__, (self.symbol, self.exchange, self.start_date, self.asset_name, self.sid, self.leverage, + self.end_daily, + self.end_minute, self.end_date, + self.exchange_symbol, self.first_traded, self.auto_close_date, self.exchange_full, self.min_trade_size, self.max_trade_size, + self.maker, + self.taker, self.lot, self.decimals, - self.taker, - self.maker)) + self.trading_state, + self.data_source)) def make_asset_array(int size, Asset asset): cdef np.ndarray out = np.empty([size], dtype=object)