BUG: Bug fix implement __reduce__/__setstate__ for Period pickle support

pandas/io/tests/generate_legacy_storage_files.py

@@ -78,7 +78,8 @@ def create_data():
                             index=MultiIndex.from_tuples(tuple(zip(*[[1, 1, 2, 2, 2], [3, 4, 3, 4, 5]])),
                                                          names=['one', 'two'])),
                   dup=Series(np.arange(5).astype(np.float64), index=['A', 'B', 'C', 'D', 'A']),
-                  cat=Series(Categorical(['foo', 'bar', 'baz'])))
+                  cat=Series(Categorical(['foo', 'bar', 'baz'])),
+                  per=Series([Period('2000Q1')] * 5))
 
     mixed_dup_df = DataFrame(data)
     mixed_dup_df.columns = list("ABCDA")

pandas/src/period.pyx

@@ -969,6 +969,14 @@ cdef class Period(object):
         value = ("%s" % formatted)
         return value
 
+    def __setstate__(self, state):
+        self.freq=state[1]
+        self.ordinal=state[2]
+
+    def __reduce__(self):
+        object_state = None, self.freq, self.ordinal
+        return (Period, object_state)
+
     def strftime(self, fmt):
         """
         Returns the string representation of the :class:`Period`, depending

pandas/tseries/tests/test_period.py

@@ -6,6 +6,9 @@
 
 """
 
+import pickle
+import os
+
 from datetime import datetime, date, timedelta
 
 from numpy.ma.testutils import assert_equal
@@ -2536,6 +2539,14 @@ def test_searchsorted(self):
             ValueError, 'Different period frequency: H',
             lambda: pidx.searchsorted(pd.Period('2014-01-01', freq='H')))
 
+    def test_round_trip(self):
+
+        import pickle
+        p = Period('2000Q1')
+
+        new_p = self.round_trip_pickle(p)
+        self.assertEqual(new_p, p)
+
 def _permute(obj):
     return obj.take(np.random.permutation(len(obj)))