Reading Pickle File Crashes
#### Code Sample, a copy-pastable example if possible

```python
# Your code here
import sys
import matplotlib.pyplot as plt
import pandas as pd
from zipline.api import order, record, symbol


def initialize(context):
    pass


def handle_data(context, data):
    order(symbol('AAPL'), 10)
    record(AAPL=data.current(symbol('AAPL'), 'price'))


perf = pd.read_pickle('buyapple_out.pickle') # read in perf DataFrame
perf.head()
```
#### Problem description

Error that I got:
Traceback (most recent call last):
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/io/pickle.py", line 52, in try_read
    return pkl.load(fh)
  File "pandas/tslib.pyx", line 295, in pandas.tslib.Timestamp.__new__ (pandas/tslib.c:9203)
  File "pandas/tslib.pyx", line 1343, in pandas.tslib.convert_to_tsobject (pandas/tslib.c:25854)
TypeError: Cannot convert input to Timestamp

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/io/pickle.py", line 57, in try_read
    return pc.load(fh, encoding=encoding, compat=False)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/compat/pickle_compat.py", line 117, in load
    return up.load()
  File "/Users/tliu/anaconda3/lib/python3.5/pickle.py", line 1043, in load
    dispatch[key[0]](self)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/compat/pickle_compat.py", line 17, in load_reduce
    if type(args[0]) is type:
IndexError: tuple index out of range

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/io/pickle.py", line 65, in read_pickle
    return try_read(path)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/io/pickle.py", line 62, in try_read
    return pc.load(fh, encoding=encoding, compat=True)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/compat/pickle_compat.py", line 117, in load
    return up.load()
  File "/Users/tliu/anaconda3/lib/python3.5/pickle.py", line 1043, in load
    dispatch[key[0]](self)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/compat/pickle_compat.py", line 17, in load_reduce
    if type(args[0]) is type:
IndexError: tuple index out of range

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/io/pickle.py", line 52, in try_read
    return pkl.load(fh)
  File "pandas/tslib.pyx", line 295, in pandas.tslib.Timestamp.__new__ (pandas/tslib.c:9203)
  File "pandas/tslib.pyx", line 1343, in pandas.tslib.convert_to_tsobject (pandas/tslib.c:25854)
TypeError: Cannot convert input to Timestamp

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/io/pickle.py", line 57, in try_read
    return pc.load(fh, encoding=encoding, compat=False)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/compat/pickle_compat.py", line 117, in load
    return up.load()
  File "/Users/tliu/anaconda3/lib/python3.5/pickle.py", line 1043, in load
    dispatch[key[0]](self)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/compat/pickle_compat.py", line 17, in load_reduce
    if type(args[0]) is type:
IndexError: tuple index out of range

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/tliu/Code/python3/buyapple.py", line 16, in <module>
    perf = pd.read_pickle('buyapple_out.pickle') # read in perf DataFrame
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/io/pickle.py", line 68, in read_pickle
    return try_read(path, encoding='latin1')
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/io/pickle.py", line 62, in try_read
    return pc.load(fh, encoding=encoding, compat=True)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/compat/pickle_compat.py", line 117, in load
    return up.load()
  File "/Users/tliu/anaconda3/lib/python3.5/pickle.py", line 1043, in load
    dispatch[key[0]](self)
  File "/Users/tliu/anaconda3/lib/python3.5/site-packages/pandas/compat/pickle_compat.py", line 17, in load_reduce
    if type(args[0]) is type:
IndexError: tuple index out of range

#### Expected Output

Outputs the header of the pickle file

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.5.4.final.0
python-bits: 64
OS: Darwin
OS-release: 16.7.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.20.3
pytest: 3.2.1
pip: 9.0.1
setuptools: 36.4.0
Cython: 0.26
numpy: 1.13.1
scipy: 0.19.1
xarray: None
IPython: 6.1.0
sphinx: 1.6.3
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: 1.2.1
tables: 3.4.2
numexpr: 2.6.2
feather: None
matplotlib: 2.0.2
openpyxl: 2.4.8
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 0.9.8
lxml: 3.8.0
bs4: 4.6.0
html5lib: 0.9999999
sqlalchemy: 1.1.13
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
pandas_gbq: None
pandas_datareader: 0.5.0

</details>


Thank you very much, and I would really appreciate if someone can look at this problem for me!

Sincerely,
Terence Liu
