Perhaps this is a problem for a different issue, but pickling custom exceptions fails when the exception gets more than one argument:

import pickle
class MultipleArgumentsError(Exception):
    def __init__(self, a, b):
        self.a = a
        self.b = b
        Exception.__init__(self, a)

pickle.loads(pickle.dumps(MultipleArgumentsError('a', 'b')))


this code produces the following error:

Traceback (most recent call last):
  File "/tmp/multiple_arguments_exception.py", line 8, in <module>
    pickle.loads(pickle.dumps(MultipleArgumentsError('a', 'b')))
  File "/usr/local/Cellar/python/2.7.13/Frameworks/Python.framework/Versions/2.7/lib/python2.7/pickle.py", line 1388, in loads
    return Unpickler(file).load()
  File "/usr/local/Cellar/python/2.7.13/Frameworks/Python.framework/Versions/2.7/lib/python2.7/pickle.py", line 864, in load
    dispatch[key](self)
  File "/usr/local/Cellar/python/2.7.13/Frameworks/Python.framework/Versions/2.7/lib/python2.7/pickle.py", line 1139, in load_reduce
    value = func(*args)
TypeError: __init__() takes exactly 3 arguments (2 given)