MAINT: Refactored serialization parent class out.

Previously the class SerializeableZiplineObject was used to
house basic __setstate__ and __getstate__ methods. It wasn't
really doing much that was helpful, so it is now gone.

zipline/finance/blotter.py

@@ -36,7 +36,6 @@ log = Logger('Blotter')
 
 from zipline.utils.protocol_utils import Enum
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
@@ -49,7 +48,7 @@ ORDER_STATUS = Enum(
 )
 
 
-class Blotter(SerializeableZiplineObject):
+class Blotter(object):
 
     def __init__(self):
         self.transact = transact_partial(VolumeShareSlippage(), PerShare())
@@ -280,10 +279,10 @@ class Blotter(SerializeableZiplineObject):
         open_orders.update(state.pop('open_orders'))
         self.open_orders = open_orders
 
-        super(Blotter, self).__setstate__(state)
+        self.__dict__.update(state)
 
 
-class Order(SerializeableZiplineObject):
+class Order(object):
     def __init__(self, dt, sid, amount, stop=None, limit=None, filled=0,
                  commission=None, id=None):
         """
@@ -423,7 +422,9 @@ class Order(SerializeableZiplineObject):
 
     def __getstate__(self):
 
-        state_dict = super(Order, self).__getstate__()
+        state_dict = \
+            {k: v for k, v in self.__dict__.iteritems()
+                if not k.startswith('_')}
 
         state_dict['_status'] = self._status
 
@@ -440,4 +441,4 @@ class Order(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("Order saved state is too old.")
 
-        super(Order, self).__setstate__(state)
+        self.__dict__.update(state)

zipline/finance/commission.py

@@ -14,12 +14,11 @@
 # limitations under the License.
 
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
 
-class PerShare(SerializeableZiplineObject):
+class PerShare(object):
     """
     Calculates a commission for a transaction based on a per
     share cost with an optional minimum cost per trade.
@@ -57,7 +56,9 @@ class PerShare(SerializeableZiplineObject):
 
     def __getstate__(self):
 
-        state_dict = super(PerShare, self).__getstate__()
+        state_dict = \
+            {k: v for k, v in self.__dict__.iteritems()
+                if not k.startswith('_')}
 
         STATE_VERSION = 1
         state_dict[VERSION_LABEL] = STATE_VERSION
@@ -72,10 +73,10 @@ class PerShare(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("PerShare saved state is too old.")
 
-        super(PerShare, self).__setstate__(state)
+        self.__dict__.update(state)
 
 
-class PerTrade(SerializeableZiplineObject):
+class PerTrade(object):
     """
     Calculates a commission for a transaction based on a per
     trade cost.
@@ -103,7 +104,9 @@ class PerTrade(SerializeableZiplineObject):
 
     def __getstate__(self):
 
-        state_dict = super(PerTrade, self).__getstate__()
+        state_dict = \
+            {k: v for k, v in self.__dict__.iteritems()
+                if not k.startswith('_')}
 
         STATE_VERSION = 1
         state_dict[VERSION_LABEL] = STATE_VERSION
@@ -118,10 +121,10 @@ class PerTrade(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("PerTrade saved state is too old.")
 
-        super(PerTrade, self).__setstate__(state)
+        self.__dict__.update(state)
 
 
-class PerDollar(SerializeableZiplineObject):
+class PerDollar(object):
     """
     Calculates a commission for a transaction based on a per
     dollar cost.
@@ -149,7 +152,9 @@ class PerDollar(SerializeableZiplineObject):
 
     def __getstate__(self):
 
-        state_dict = super(PerDollar, self).__getstate__()
+        state_dict = \
+            {k: v for k, v in self.__dict__.iteritems()
+                if not k.startswith('_')}
 
         STATE_VERSION = 1
         state_dict[VERSION_LABEL] = STATE_VERSION
@@ -164,4 +169,4 @@ class PerDollar(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("PerDollar saved state is too old.")
 
-        super(PerDollar, self).__setstate__(state)
+        self.__dict__.update(state)

zipline/finance/performance/period.py

@@ -93,7 +93,6 @@ import zipline.protocol as zp
 from . position import positiondict
 
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
@@ -101,7 +100,7 @@ log = logbook.Logger('Performance')
 TRADE_TYPE = zp.DATASOURCE_TYPE.TRADE
 
 
-class PerformancePeriod(SerializeableZiplineObject):
+class PerformancePeriod(object):
 
     def __init__(
             self,
@@ -581,7 +580,9 @@ class PerformancePeriod(SerializeableZiplineObject):
         return positions
 
     def __getstate__(self):
-        state_dict = super(PerformancePeriod, self).__getstate__()
+        state_dict = \
+            {k: v for k, v in self.__dict__.iteritems()
+                if not k.startswith('_')}
 
         state_dict['_portfolio_store'] = self._portfolio_store
         state_dict['_account_store'] = self._account_store
@@ -628,6 +629,6 @@ class PerformancePeriod(SerializeableZiplineObject):
         self.positions = positions
         self._positions_store = _positions_store
 
-        super(PerformancePeriod, self).__setstate__(state)
+        self.__dict__.update(state)
 
         self.initialize_position_calc_arrays()

zipline/finance/performance/position.py

@@ -44,14 +44,13 @@ import logbook
 import zipline.protocol as zp
 
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
 log = logbook.Logger('Performance')
 
 
-class Position(SerializeableZiplineObject):
+class Position(object):
 
     def __init__(self, sid, amount=0, cost_basis=0.0,
                  last_sale_price=0.0, last_sale_date=None):
@@ -231,7 +230,7 @@ last_sale_price: {last_sale_price}"
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("Position saved state is too old.")
 
-        super(Position, self).__setstate__(state)
+        self.__dict__.update(state)
 
 
 class positiondict(dict):

zipline/finance/performance/tracker.py

@@ -72,14 +72,13 @@ from . period import PerformancePeriod
 
 from zipline.finance.trading import with_environment
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
 log = logbook.Logger('Performance')
 
 
-class PerformanceTracker(SerializeableZiplineObject):
+class PerformanceTracker(object):
     """
     Tracks the performance of the algorithm.
     """
@@ -490,7 +489,9 @@ class PerformanceTracker(SerializeableZiplineObject):
         return risk_dict
 
     def __getstate__(self):
-        state_dict = super(PerformanceTracker, self).__getstate__()
+        state_dict = \
+            {k: v for k, v in self.__dict__.iteritems()
+                if not k.startswith('_')}
 
         state_dict['dividend_frame'] = pickle.dumps(self.dividend_frame)
 
@@ -509,7 +510,7 @@ class PerformanceTracker(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("PerformanceTracker saved state is too old.")
 
-        super(PerformanceTracker, self).__setstate__(state)
+        self.__dict__.update(state)
 
         # Handle the dividend frame specially
         self.dividend_frame = pickle.loads(state['dividend_frame'])

zipline/finance/risk/cumulative.py

@@ -36,7 +36,6 @@ from . risk import (
 )
 
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
@@ -76,7 +75,7 @@ def information_ratio(algo_volatility, algorithm_return, benchmark_return):
         / algo_volatility)
 
 
-class RiskMetricsCumulative(SerializeableZiplineObject):
+class RiskMetricsCumulative(object):
     """
     :Usage:
         Instantiate RiskMetricsCumulative once.
@@ -479,7 +478,7 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
             raise BaseException("RiskMetricsCumulative \
                     saved state is too old.")
 
-        super(RiskMetricsCumulative, self).__setstate__(state)
+        self.__dict__.update(state)
 
         # This are big and we don't need to serialize them
         # pop them back in now

zipline/finance/risk/period.py

@@ -37,7 +37,6 @@ from . risk import (
 )
 
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
@@ -47,7 +46,7 @@ choose_treasury = functools.partial(risk.choose_treasury,
                                     risk.select_treasury_duration)
 
 
-class RiskMetricsPeriod(SerializeableZiplineObject):
+class RiskMetricsPeriod(object):
     def __init__(self, start_date, end_date, returns,
                  benchmark_returns=None):
 
@@ -329,6 +328,6 @@ class RiskMetricsPeriod(SerializeableZiplineObject):
             raise BaseException("RiskMetricsPeriod saved state \
                     is too old.")
 
-        super(RiskMetricsPeriod, self).__setstate__(state)
+        self.__dict__.update(state)
 
         self.treasury_curves = trading.environment.treasury_curves

zipline/finance/risk/report.py

@@ -62,14 +62,13 @@ from dateutil.relativedelta import relativedelta
 from . period import RiskMetricsPeriod
 
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
 log = logbook.Logger('Risk Report')
 
 
-class RiskReport(SerializeableZiplineObject):
+class RiskReport(object):
     def __init__(self, algorithm_returns, sim_params, benchmark_returns=None):
         """
         algorithm_returns needs to be a list of daily_return objects
@@ -145,7 +144,9 @@ class RiskReport(SerializeableZiplineObject):
         return ends
 
     def __getstate__(self):
-        state_dict = super(RiskReport, self).__getstate__()
+        state_dict = \
+            {k: v for k, v in self.__dict__.iteritems()
+                if not k.startswith('_')}
 
         if '_dividend_count' in dir(self):
             state_dict['_dividend_count'] = self._dividend_count
@@ -163,4 +164,4 @@ class RiskReport(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("RiskReport saved state is too old.")
 
-        super(RiskReport, self).__setstate__(state)
+        self.__dict__.update(state)

zipline/finance/slippage.py

@@ -25,7 +25,6 @@ from six import with_metaclass
 
 from zipline.protocol import DATASOURCE_TYPE
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
@@ -113,7 +112,7 @@ def transact_partial(slippage, commission):
     return partial(transact_stub, slippage, commission)
 
 
-class Transaction(SerializeableZiplineObject):
+class Transaction(object):
 
     def __init__(self, sid, amount, dt, price, order_id, commission=None):
         self.sid = sid
@@ -149,7 +148,7 @@ class Transaction(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("Transaction saved state is too old.")
 
-        super(Transaction, self).__setstate__(state)
+        self.__dict__.update(state)
 
 
 def create_transaction(event, order, price, amount):
@@ -213,7 +212,7 @@ class SlippageModel(with_metaclass(abc.ABCMeta)):
         return self.simulate(event, current_orders, **kwargs)
 
 
-class VolumeShareSlippage(SlippageModel, SerializeableZiplineObject):
+class VolumeShareSlippage(SlippageModel):
 
     def __init__(self,
                  volume_limit=.25,
@@ -289,7 +288,7 @@ class VolumeShareSlippage(SlippageModel, SerializeableZiplineObject):
         self.__dict__.update(state)
 
 
-class FixedSlippage(SlippageModel, SerializeableZiplineObject):
+class FixedSlippage(SlippageModel):
 
     def __init__(self, spread=0.0):
         """

zipline/protocol.py

@@ -25,7 +25,6 @@ from . utils.math_utils import nanstd, nanmean, nansum
 from zipline.finance.trading import with_environment
 from zipline.utils.algo_instance import get_algo_instance
 from zipline.utils.serialization_utils import (
-    SerializeableZiplineObject,
     VERSION_LABEL
 )
 
@@ -125,7 +124,7 @@ class Order(Event):
     pass
 
 
-class Portfolio(SerializeableZiplineObject):
+class Portfolio(object):
 
     def __init__(self):
         self.capital_used = 0.0
@@ -161,10 +160,10 @@ class Portfolio(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("Portfolio saved state is too old.")
 
-        super(Portfolio, self).__setstate__(state)
+        self.__dict__.update(state)
 
 
-class Account(SerializeableZiplineObject):
+class Account(object):
     '''
     The account object tracks information about the trading account. The
     values are updated as the algorithm runs and its keys remain unchanged.
@@ -213,10 +212,10 @@ class Account(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("Account saved state is too old.")
 
-        super(Account, self).__setstate__(state)
+        self.__dict__.update(state)
 
 
-class Position(SerializeableZiplineObject):
+class Position(object):
 
     def __init__(self, sid):
         self.sid = sid
@@ -247,7 +246,7 @@ class Position(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("Protocol Position saved state is too old.")
 
-        super(Position, self).__setstate__(state)
+        self.__dict__.update(state)
 
 
 class Positions(dict):

zipline/utils/serialization_utils.py

@@ -16,27 +16,3 @@
 # Label for the serialization version field in the state returned by
 # __getstate__.
 VERSION_LABEL = '_stateversion_'
-
-
-class SerializeableZiplineObject(object):
-    """
-    This class implements the basic set and get state methods used for
-    serialization. It also serves as a demarkation of which objects we
-    serialize.
-    """
-
-    def __getstate__(self):
-        """
-        Many get_state methods need this one line of code.
-        This method deduplicates the code calls.
-        """
-        state_dict = \
-            {k: v for k, v in self.__dict__.iteritems()
-                if not k.startswith('_')}
-        return state_dict
-
-    def __setstate__(self, state):
-        """
-        Many objects require only this code.
-        """
-        self.__dict__.update(state)