Raise a more informative error when pickling

[shoyer]

pickle is Python's default serialization method, so lots of libraries use it.

netCDF4 does not support pickle, which is actually pretty reasonable -- it's not obvious how to (de)serialize a netCDF file (e.g., just with the filename, or with a complete image of the file?).

But, we should raise more informative errors when pickling Dataset/Variable objects. For example, netCDF4 currently produces hard to interpret error messages (RuntimeError: NetCDF: Not a valid ID) only after attempted access to data from a pickled/unpickled netCDF4.Variable: dask/distributed#629

CC @mrocklin @pwolfram

[jswhit]

How about adding a __reduce__ method with:

def __reduce__(self):         
    raise NotImplementedError('Dataset is not picklable')

[shoyer]

Yes, that would be great!

[jswhit]

see pull request #604

[jswhit]

pull request #604 merged

[shoyer]

Thanks Jeff!