ENH: Added versioning logic to objects.

In order to be able to load from saved state generated by old
code, we need to have a notion of the version of the saved state.

zipline/finance/performance/period.py

@@ -92,7 +92,10 @@ from six import iteritems, itervalues
 import zipline.protocol as zp
 from . position import positiondict
 
-from zipline.utils.serialization_utils import SerializeableZiplineObject
+from zipline.utils.serialization_utils import (
+    SerializeableZiplineObject,
+    VERSION_LABEL
+)
 
 log = logbook.Logger('Performance')
 TRADE_TYPE = zp.DATASOURCE_TYPE.TRADE
@@ -595,9 +598,19 @@ class PerformancePeriod(SerializeableZiplineObject):
         state_dict['_positions_store'] = \
             self._positions_get_state(self._positions_store)
 
+        STATE_VERSION = 1
+        state_dict[VERSION_LABEL] = STATE_VERSION
+
         return state_dict
 
     def __setstate__(self, state):
+
+        OLDEST_SUPPORTED_STATE = 1
+        version = state.pop(VERSION_LABEL)
+
+        if version < OLDEST_SUPPORTED_STATE:
+            raise BaseException("PerformancePeriod saved state is too old.")
+
         super(PerformancePeriod, self).__setstate__(state)
 
         self.initialize_position_calc_arrays()

zipline/finance/performance/position.py

@@ -41,7 +41,10 @@ from math import (
 import logbook
 import zipline.protocol as zp
 
-from zipline.utils.serialization_utils import SerializeableZiplineObject
+from zipline.utils.serialization_utils import (
+    SerializeableZiplineObject,
+    VERSION_LABEL
+)
 
 log = logbook.Logger('Performance')
 
@@ -210,7 +213,23 @@ last_sale_price: {last_sale_price}"
         }
 
     def __getstate__(self):
-        return self.__dict__
+
+        state_dict = self.__dict__
+
+        STATE_VERSION = 1
+        state_dict[VERSION_LABEL] = STATE_VERSION
+
+        return state_dict
+
+    def __setstate__(self, state):
+
+        OLDEST_SUPPORTED_STATE = 1
+        version = state.pop(VERSION_LABEL)
+
+        if version < OLDEST_SUPPORTED_STATE:
+            raise BaseException("Position saved state is too old.")
+
+        super(Position, self).__setstate__(state)
 
 
 class positiondict(dict):

zipline/finance/performance/tracker.py

@@ -71,7 +71,10 @@ from zipline.finance import trading
 from . period import PerformancePeriod
 
 from zipline.finance.trading import with_environment
-from zipline.utils.serialization_utils import SerializeableZiplineObject
+from zipline.utils.serialization_utils import (
+    SerializeableZiplineObject,
+    VERSION_LABEL
+)
 
 log = logbook.Logger('Performance')
 
@@ -493,9 +496,19 @@ class PerformanceTracker(SerializeableZiplineObject):
 
         state_dict['_dividend_count'] = self._dividend_count
 
+        STATE_VERSION = 1
+        state_dict[VERSION_LABEL] = STATE_VERSION
+
         return state_dict
 
     def __setstate__(self, state):
+
+        OLDEST_SUPPORTED_STATE = 1
+        version = state.pop(VERSION_LABEL)
+
+        if version < OLDEST_SUPPORTED_STATE:
+            raise BaseException("PerformanceTracker saved state is too old.")
+
         super(PerformanceTracker, self).__setstate__(state)
 
         # Handle the dividend frame specially