Serializing curves and solvers relying on multi-currency instruments

[ArnaudToma]

Hi !
Upon trying to serialize my differents curves it triggered :

TypeError: cannot pickle 'rateslib.rs.FXRates' object

I understand from doc that serializing from FXRates is, for now, done by hand by calling to_json.

Do you recommend tweaking all the classes relying on FXRates to make them serializable or is there a workaround/improvement scheduled for this purpose ?

Thanks !

[attack68]

You are trying to serialize with Python's native pickle library?

[ArnaudToma]

I was trying to cache it with streamlit's inbuilt caching tag and when it showed signs of discomfort I also tried with joblib.
The problem is FXRates doesn't support serialization for now, so Curves can be serialized only if no dependence is made on an FXRates instance.

[attack68]

This is just an oversight. Ensuring Python classes designed in Rust have native Python function (such as pickling) is often learned via trail and error...

See PyO3/pyo3#4465

Is now fixed for 1.5.0

[ArnaudToma]

Thanks a lot then !
Can't wait 🙂