BUG: enable dill recursion during pathos parallelization

Fixes an issue where if gmpy2 is installed, it is used by default by SymPy, and requires recursion to appropriately pickle its mpz class.

pyblp/utilities/basics.py

@@ -98,6 +98,20 @@ def parallel(processes: int, use_pathos: bool = False) -> Iterator[None]:
             if "pathos" not in str(exception):
                 raise
             raise ImportError("pathos must be installed when use_pathos is True.") from exception
+
+        # enable pathos' pickling library's recursion feature, which is necessary in particular because SymPy is a
+        #   dependency that automatically uses gmpy2 when installed, which has some classes that need this feature to
+        #   be pickled
+        try:
+            import dill
+            default_dill_recurse = dill.settings['recurse']
+            dill.settings['recurse'] = True
+        except ImportError as exception:
+            if "dill" not in str(exception):
+                raise
+            raise ImportError("dill must be installed when use_pathos is True.") from exception
+
+        # pathos' process pool requires a bit more hand-holding
         try:
             pool = ProcessPool(nodes=processes)
             output(f"Started the process pool after {format_seconds(time.time() - start_time)}.")
@@ -118,6 +132,7 @@ def parallel(processes: int, use_pathos: bool = False) -> Iterator[None]:
             except Exception:
                 pass
             pool = None
+            dill.settings['recurse'] = default_dill_recurse
     else:
         try:
             with multiprocessing.pool.Pool(processes) as pool: