diff --git a/zipline/finance/blotter.py b/zipline/finance/blotter.py index 9d5ab894..adeb7554 100644 --- a/zipline/finance/blotter.py +++ b/zipline/finance/blotter.py @@ -19,7 +19,7 @@ from copy import copy from logbook import Logger from collections import defaultdict -from six import text_type +from six import text_type, iteritems from six.moves import filter import zipline.errors @@ -423,7 +423,7 @@ class Order(object): def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() + {k: v for k, v in iteritems(self.__dict__) if not k.startswith('_')} state_dict['_status'] = self._status diff --git a/zipline/finance/commission.py b/zipline/finance/commission.py index c35f8b1e..3b92c9fa 100644 --- a/zipline/finance/commission.py +++ b/zipline/finance/commission.py @@ -13,6 +13,8 @@ # See the License for the specific language governing permissions and # limitations under the License. +from six import iteritems + from zipline.utils.serialization_utils import ( VERSION_LABEL ) @@ -57,7 +59,7 @@ class PerShare(object): def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() + {k: v for k, v in iteritems(self.__dict__) if not k.startswith('_')} STATE_VERSION = 1 @@ -105,7 +107,7 @@ class PerTrade(object): def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() + {k: v for k, v in iteritems(self.__dict__) if not k.startswith('_')} STATE_VERSION = 1 @@ -153,7 +155,7 @@ class PerDollar(object): def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() + {k: v for k, v in iteritems(self.__dict__) if not k.startswith('_')} STATE_VERSION = 1 diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py index 7ad6eb35..2238151f 100644 --- a/zipline/finance/performance/period.py +++ b/zipline/finance/performance/period.py @@ -581,7 +581,7 @@ class PerformancePeriod(object): def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() + {k: v for k, v in iteritems(self.__dict__) if not k.startswith('_')} state_dict['_portfolio_store'] = self._portfolio_store diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py index 6b947389..4657d155 100644 --- a/zipline/finance/performance/tracker.py +++ b/zipline/finance/performance/tracker.py @@ -60,6 +60,7 @@ Performance Tracking from __future__ import division import logbook import pickle +from six import iteritems import numpy as np import pandas as pd @@ -490,7 +491,7 @@ class PerformanceTracker(object): def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() + {k: v for k, v in iteritems(self.__dict__) if not k.startswith('_')} state_dict['dividend_frame'] = pickle.dumps(self.dividend_frame) diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py index 71a5bbe9..d7aca4bb 100644 --- a/zipline/finance/risk/cumulative.py +++ b/zipline/finance/risk/cumulative.py @@ -461,7 +461,7 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}" def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() if + {k: v for k, v in iteritems(self.__dict__) if (not k.startswith('_') and not k == 'treasury_curves')} STATE_VERSION = 1 diff --git a/zipline/finance/risk/period.py b/zipline/finance/risk/period.py index 7fe92353..c53f278c 100644 --- a/zipline/finance/risk/period.py +++ b/zipline/finance/risk/period.py @@ -311,7 +311,7 @@ class RiskMetricsPeriod(object): def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() if + {k: v for k, v in iteritems(self.__dict__) if (not k.startswith('_') and not k == 'treasury_curves')} STATE_VERSION = 1 diff --git a/zipline/finance/risk/report.py b/zipline/finance/risk/report.py index 925d4c81..8a43d613 100644 --- a/zipline/finance/risk/report.py +++ b/zipline/finance/risk/report.py @@ -58,6 +58,7 @@ Risk Report import logbook import datetime from dateutil.relativedelta import relativedelta +from six import iteritems from . period import RiskMetricsPeriod @@ -145,7 +146,7 @@ class RiskReport(object): def __getstate__(self): state_dict = \ - {k: v for k, v in self.__dict__.iteritems() + {k: v for k, v in iteritems(self.__dict__) if not k.startswith('_')} if '_dividend_count' in dir(self):