Only override callback methods if present

Fixes dask#1125

dask/callbacks.py

@@ -44,10 +44,14 @@ class Callback(object):
     """
 
     def __init__(self, start=None, pretask=None, posttask=None, finish=None):
-        self._start = start
-        self._pretask = pretask
-        self._posttask = posttask
-        self._finish = finish
+        if start:
+            self._start = start
+        if pretask:
+            self._pretask = pretask
+        if posttask:
+            self._posttask = posttask
+        if finish:
+            self._finish = finish
 
     @property
     def _callback(self):

dask/tests/test_callbacks.py

@@ -0,0 +1,14 @@
+from dask.async import get_sync
+from dask.callbacks import Callback
+
+def test_callback():
+    flag = [False]
+
+    class MyCallback(Callback):
+        def _start(self, dsk):
+            flag[0] = True
+
+    with MyCallback():
+        get_sync({'x': 1}, 'x')
+
+    assert flag[0] is True