def pickle(self, pickleFile):
        if pickleFile.find('.gz') < 0:
            pickleFile += '.gz'
        with gzip.open(pickleFile, 'w') as f:
            pickle.dump(self, f)
Pickle the current portfolio dataset.  The file is automatically
dataset/ETHPy150Open pasky/cocopf/pproc.py/PortfolioDataSets.pickle