MAINT: Refactored serialization code.

zipline/finance/blotter.py

@@ -251,6 +251,10 @@ class Blotter(SerializeableZiplineObject):
 
             yield txn, order
 
+    def __getinitargs__(self):
+        # Ensure that init is called on deserialization
+        return ()
+
     def __getstate__(self):
 
         state_to_save = ['new_orders', 'orders', '_status']
@@ -259,8 +263,7 @@ class Blotter(SerializeableZiplineObject):
                       if k in self.__dict__}
 
         # Have to handle defaultdicts specially
-        state_dict['open_orders'] = \
-            self._defaultdict_list_get_state(self.open_orders)
+        state_dict['open_orders'] = dict(self.open_orders)
 
         STATE_VERSION = 1
         state_dict[VERSION_LABEL] = STATE_VERSION
@@ -275,6 +278,10 @@ class Blotter(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("Blotter saved is state too old.")
 
+        open_orders = defaultdict(list)
+        open_orders.update(state.pop('open_orders'))
+        self.open_orders = open_orders
+
         super(Blotter, self).__setstate__(state)
 
 

zipline/finance/performance/period.py

@@ -590,13 +590,13 @@ class PerformancePeriod(SerializeableZiplineObject):
         # msgpack will unpack it as a dict, causing KeyError
         # nastiness.
         state_dict['processed_transactions'] = \
-            self._defaultdict_list_get_state(self.processed_transactions)
+            dict(self.processed_transactions)
         state_dict['orders_by_modified'] = \
-            self._defaultdict_ordered_get_state(self.orders_by_modified)
+            dict(self.orders_by_modified)
         state_dict['positions'] = \
-            self._positiondict_get_state(self.positions)
+            dict(self.positions)
         state_dict['_positions_store'] = \
-            self._positions_get_state(self._positions_store)
+            dict(self._positions_store)
 
         STATE_VERSION = 1
         state_dict[VERSION_LABEL] = STATE_VERSION
@@ -611,6 +611,23 @@ class PerformancePeriod(SerializeableZiplineObject):
         if version < OLDEST_SUPPORTED_STATE:
             raise BaseException("PerformancePeriod saved state is too old.")
 
+        processed_transactions = defaultdict(list)
+        processed_transactions.update(state.pop('processed_transactions'))
+
+        orders_by_modified = defaultdict(OrderedDict)
+        orders_by_modified.update(state.pop('orders_by_modified'))
+
+        positions = positiondict()
+        positions.update(state.pop('positions'))
+
+        _positions_store = zp.Positions()
+        _positions_store.update(state.pop('_positions_store'))
+
+        self.processed_transactions = processed_transactions
+        self.orders_by_modified = orders_by_modified
+        self.positions = positions
+        self._positions_store = _positions_store
+
         super(PerformancePeriod, self).__setstate__(state)
 
         self.initialize_position_calc_arrays()

zipline/finance/performance/tracker.py

@@ -517,6 +517,7 @@ class PerformanceTracker(SerializeableZiplineObject):
         # We have to restore the references to the objects,
         # as the perf periods have been reconstructed as different objects
         # with the same values.
-        self.perf_periods[0] = self.minute_performance
-        self.perf_periods[1] = self.cumulative_performance
-        self.perf_periods[2] = self.todays_performance
+        self.perf_periods[0] = self.cumulative_performance
+        self.perf_periods[1] = self.todays_performance
+        if self.sim_params.emission_rate == 'minute':
+            self.perf_periods[2] = self.minute_performance

zipline/utils/serialization_utils.py

@@ -40,31 +40,3 @@ class SerializeableZiplineObject(object):
         Many objects require only this code.
         """
         self.__dict__.update(state)
-
-    # =====================================================
-    # These are helper methods for some problem data types.
-    # =====================================================
-
-    def _defaultdict_list_get_state(self, d):
-        return {
-            '__original.type__': 'encoded.defaultdict_list',
-            'as_dict': dict(d)
-        }
-
-    def _defaultdict_ordered_get_state(self, d):
-        return {
-            '__original.type__': 'encoded.defaultdict_ordered',
-            'as_dict': dict(d)
-        }
-
-    def _positiondict_get_state(self, d):
-        return {
-            '__original.type__': 'encoded.positiondict',
-            'as_dict': dict(d)
-        }
-
-    def _positions_get_state(self, d):
-        return {
-            '__original.type__': 'encoded.Positions',
-            'as_dict': dict(d)
-        }