BUG: Fixed bug with returning non-primitive dicts.

tests/resources/saved_state_archive/zipline.finance.blotter.Order/State_Version_1

@@ -48,7 +48,7 @@ p20
 I6
 sS'id'
 p21
-S'66ba5ccdddf84fb886427412c5803fd7'
+S'd34900be98354821b96936b1b6a5cac3'
 p22
 sS'filled'
 p23

tests/resources/saved_state_archive/zipline.finance.performance.period.PerformancePeriod/State_Version_1

@@ -171,38 +171,24 @@ F0.0
 sg55
 F0.0
 sg33
-g4
-(czipline.protocol
-Positions
-p70
-c__builtin__
-dict
-p71
-(dp72
-tp73
-Rp74
+(dp70
 sS'positions_value'
-p75
+p71
 F0.0
 sS'start_date'
-p76
+p72
 NsbsS'starting_value'
-p77
+p73
 F0.0
 sS'period_open'
-p78
+p74
 NsS'period_close'
-p79
+p75
 NsS'orders_by_id'
-p80
-ccyordereddict._cyordereddict
-OrderedDict
-p81
-((lp82
-tp83
-Rp84
+p76
+(dp77
 ssS'initargs'
-p85
+p78
 NsS'newargs'
-p86
+p79
 Ns.

tests/resources/saved_state_archive/zipline.protocol.Portfolio/State_Version_1

@@ -25,25 +25,14 @@ p9
 F0.0
 sS'positions'
 p10
-ccopy_reg
-_reconstructor
-p11
-(czipline.protocol
-Positions
-p12
-c__builtin__
-dict
-p13
-(dp14
-tp15
-Rp16
+(dp11
 sS'positions_value'
-p17
+p12
 F0.0
 sS'start_date'
-p18
+p13
 NssS'initargs'
-p19
+p14
 NsS'newargs'
-p20
+p15
 Ns.

zipline/finance/performance/period.py

@@ -592,6 +592,8 @@ class PerformancePeriod(object):
         # nastiness.
         state_dict['processed_transactions'] = \
             dict(self.processed_transactions)
+        state_dict['orders_by_id'] = \
+            dict(self.orders_by_id)
         state_dict['orders_by_modified'] = \
             dict(self.orders_by_modified)
         state_dict['positions'] = \
@@ -615,6 +617,9 @@ class PerformancePeriod(object):
         processed_transactions = defaultdict(list)
         processed_transactions.update(state.pop('processed_transactions'))
 
+        orders_by_id = OrderedDict()
+        orders_by_id.update(state.pop('orders_by_id'))
+
         orders_by_modified = defaultdict(OrderedDict)
         orders_by_modified.update(state.pop('orders_by_modified'))
 
@@ -625,6 +630,7 @@ class PerformancePeriod(object):
         _positions_store.update(state.pop('_positions_store'))
 
         self.processed_transactions = processed_transactions
+        self.orders_by_id = orders_by_id
         self.orders_by_modified = orders_by_modified
         self.positions = positions
         self._positions_store = _positions_store

zipline/protocol.py

@@ -147,6 +147,9 @@ class Portfolio(object):
 
         state_dict = copy(self.__dict__)
 
+        # Have to convert to primitive dict
+        state_dict['positions'] = dict(self.positions)
+
         STATE_VERSION = 1
         state_dict[VERSION_LABEL] = STATE_VERSION
 
@@ -160,6 +163,9 @@ class Portfolio(object):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("Portfolio saved state is too old.")
 
+        self.positions = Positions()
+        self.positions.update(state.pop('positions'))
+
         self.__dict__.update(state)