xref to https://github.com/pandas-dev/pandas/issues/14679.

pandas has had a cython extension class to datetime.datetime for quite some time. A simple __reduce__ is defined.

    def __reduce__(self):
        object_state = self.value, self.freq, self.tzinfo
        print(object_state)
        return (Timestamp, object_state)

In 3.5.2:

Python 3.5.2 |Continuum Analytics, Inc.| (default, Jul  2 2016, 17:52:12) 
[GCC 4.2.1 Compatible Apple LLVM 4.2 (clang-425.0.28)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import pandas as pd
>>> import pickle
>>> pickle.dumps(pd.Timestamp('20130101'))
(1356998400000000000, None, None)
b'\x80\x03cpandas.tslib\nTimestamp\nq\x00\x8a\x08\x00\x00\xc6\xe8\xda\x06\xd5\x12NN\x87q\x01Rq\x02.'

But in 3.6.03b

Python 3.6.0b3 | packaged by conda-forge | (default, Nov  2 2016, 03:28:12) 
[GCC 4.2.1 Compatible Apple LLVM 6.0 (clang-600.0.54)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import pandas as pd
>>> import pickle
>>> pickle.dumps(pd.Timestamp('20130101'))
b'\x80\x03cpandas.tslib\nTimestamp\nq\x00C\n\x07\xdd\x01\x01\x00\x00\x00\x00\x00\x00q\x01\x85q\x02Rq\x03.'


So it appears __reduce__ is no longer called at all (I tried defining __getstate__, __getnewargs__ as well, but to no avail). Instead it looks like datetime.datetime.__reduce__ (well a c function is actually called).

Link to the codebase. https://github.com/pandas-dev/pandas/blob/master/pandas/tslib.pyx#L490