BUG: FxRates Python pickling

docs/source/i_whatsnew.rst

@@ -50,6 +50,10 @@ email contact through **[email protected]**.
      - Improve the speed of bond :meth:`~rateslib.instruments.FixedRateBond.ytm` calculations from about 750us to
        500us on average.
        `(380) <https://github.com/attack68/rateslib/pull/380>`_
+   * - Bug
+     - :class:`~rateslib.fx.FXRates` fix support for pickling which allows multithreading across CPU pools or
+       external serialization.
+       `(393) <https://github.com/attack68/rateslib/pull/393>`_
    * - Bug
      - The ``eom`` parameter for spec *"us_gb"* and *"us_gb_tsy"* and associated aliases is corrected to *True*.
        `(368) <https://github.com/attack68/rateslib/pull/368>`_

python/tests/test_fx.py

@@ -46,6 +46,14 @@ def test_rates() -> None:
     assert fxr.rate("eurgbp") == Dual(1.25, ["fx_usdeur", "fx_usdgbp"], [-0.625, 0.50])
 
 
+def test_fxrates_pickle():
+    fxr = FXRates({"usdeur": 2.0, "usdgbp": 2.5}, settlement=dt(2002, 1, 1))
+    import pickle
+    pickled = pickle.dumps(fxr)
+    result = pickle.loads(pickled)
+    assert result == fxr
+
+
 def test_rates_repr():
     fxr = FXRates({"usdeur": 2.0, "usdgbp": 2.5})
     result = fxr.__repr__()

rust/fx/rates_py.rs

@@ -2,15 +2,16 @@
 
 use crate::dual::{ADOrder, Number, NumberArray2};
 use crate::fx::rates::{Ccy, FXRate, FXRates};
+use bincode::{deserialize, serialize};
 use chrono::prelude::*;
 use ndarray::Axis;
 use pyo3::prelude::*;
 // use std::collections::HashMap;
 use pyo3::exceptions::PyValueError;
 // use pyo3::exceptions::PyValueError;
-// use pyo3::types::PyFloat;
 use crate::json::json_py::DeserializedObj;
 use crate::json::JSON;
+use pyo3::types::PyBytes;
 
 #[pymethods]
 impl Ccy {
@@ -32,6 +33,18 @@ impl Ccy {
     fn __eq__(&self, other: &Self) -> bool {
         self.name == other.name
     }
+
+    // Pickling
+    pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<()> {
+        *self = deserialize(state.as_bytes()).unwrap();
+        Ok(())
+    }
+    pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult<Bound<'py, PyBytes>> {
+        Ok(PyBytes::new_bound(py, &serialize(&self).unwrap()))
+    }
+    pub fn __getnewargs__<'py>(&self) -> PyResult<(String,)> {
+        Ok(((*(self.name)).clone(),))
+    }
 }
 
 #[pymethods]
@@ -93,6 +106,23 @@ impl FXRate {
     fn __eq__(&self, other: &Self) -> bool {
         self == other
     }
+
+    // Pickling
+    pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<()> {
+        *self = deserialize(state.as_bytes()).unwrap();
+        Ok(())
+    }
+    pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult<Bound<'py, PyBytes>> {
+        Ok(PyBytes::new_bound(py, &serialize(&self).unwrap()))
+    }
+    pub fn __getnewargs__<'py>(&self) -> PyResult<(String, String, Number, Option<NaiveDateTime>)> {
+        Ok((
+            (*(self.pair.0.name)).clone(),
+            (*(self.pair.1.name)).clone(),
+            self.rate.clone(),
+            self.settlement,
+        ))
+    }
 }
 
 #[pymethods]
@@ -216,10 +246,20 @@ impl FXRates {
         }
     }
 
+    // Pickling
+    pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<()> {
+        *self = deserialize(state.as_bytes()).unwrap();
+        Ok(())
+    }
+    pub fn __getstate__<'py>(&self, py: Python<'py>) -> PyResult<Bound<'py, PyBytes>> {
+        Ok(PyBytes::new_bound(py, &serialize(&self).unwrap()))
+    }
+    pub fn __getnewargs__<'py>(&self) -> PyResult<(Vec<FXRate>, Option<Ccy>)> {
+        Ok((self.fx_rates.clone(), Some(self.currencies[0])))
+    }
+
     // Equality
     fn __eq__(&self, other: FXRates) -> bool {
-        println!("{:?}", self);
-        println!("{:?}", other);
         self.eq(&other)
     }