Recursively goes through the dictionary obj and replaces keys with the convert function.

def change_keys(obj, convert):
    """
    Recursively goes through the dictionary obj and replaces keys with the convert function.
    """
    if isinstance(obj, (str, int, float)):
        return obj
    if isinstance(obj, dict):
        new = obj.__class__()
        for k, v in obj.items():
            new[convert(k)] = change_keys(v, convert)
    elif isinstance(obj, (list, set, tuple)):
        new = obj.__class__(change_keys(v, convert) for v in obj)
    else:
        return obj
    return new