How to make a custom exception class with multiple init args pickleable

I like Martijn's answer, but I think a better way is to pass all arguments to the Exception base class:

class MyException(Exception):
    def __init__(self, arg1, arg2):
        super(MyException, self).__init__(arg1, arg2)        
        self.arg1 = arg1
        self.arg2 = arg2

The base Exception class' __reduce__ method will include all the args. By not making all of the extra arguments optional, you can ensure that the exception is constructed correctly.

Make arg2 optional:

class MyException(Exception):
    def __init__(self, arg1, arg2=None):
        self.arg1 = arg1
        self.arg2 = arg2
        super(MyException, self).__init__(arg1)

The base Exception class defines a .__reduce__() method to make the extension (C-based) type picklable and that method only expects one argument (which is .args); see the BaseException_reduce() function in the C source.

The easiest work-around is making extra arguments optional. The __reduce__ method also includes any additional object attributes beyond .args and .message and your instances are recreated properly:

>>> e = MyException('foo', 'bar')
>>> e.__reduce__()
(<class '__main__.MyException'>, ('foo',), {'arg1': 'foo', 'arg2': 'bar'})
>>> pickle.loads(pickle.dumps(e))
MyException('foo',)
>>> e2 = pickle.loads(pickle.dumps(e))
>>> e2.arg1
'foo'
>>> e2.arg2
'bar'

I simply do this

class MyCustomException(Exception):
    def __init__(self):
        self.value = 'Message about my error'

    def __str__(self):
        return repr(self.value)

... somewhere in code ...
raise MyCustomException

The current answers break down if you're using both arguments to construct an error message to pass to the parent Exception class. I believe the best way is to simply override the __reduce__ method in your exception. The __reduce__ method should return a two item tuple. The first item in the tuple is your class. The second item is a tuple containing the arguments to pass to your class's __init__ method.

import pickle

class MyException(Exception):
    def __init__(self, arg1, arg2):
        self.arg1 = arg1
        self.arg2 = arg2

        super(MyException, self).__init__('arg1: {}, arg2: {}'.format(arg1, arg2))

    def __reduce__(self):
        return (MyException, (self.arg1, self.arg2))


original = MyException('foo', 'bar')
print repr(original)
print original.arg1
print original.arg2

reconstituted = pickle.loads(pickle.dumps(original))
print repr(reconstituted)
print reconstituted.arg1
print reconstituted.arg2

More info about __reduce__ here.