A workaround is writing Python wrappers for IO:

def Writer:
    def __init__(self, file):
        self.file = file
    def write(self, data):
        return self.file.write(data)

def Reader:
    def __init__(self, file):
        self.file = file
    def read(self, size=-1):
        return self.file.read(size)
    def readline(self, size=-1):
        return self.file.readline(size)
    def peek(self, size=-1):
        return self.file.peek(size)

def mydump(obj, file, *args, **kwargs):
    return pickle.dump(obj, Writer(file), *args, **kwargs)

def myload(file, *args, **kwargs):
    return pickle.load(Reader(file), *args, **kwargs)