@GosainRohit Thank you for the traceback!
AttributeError: Can’t pickle local object ‘create_engine..connect’ suggests your code might be trying to pickle the connection to your database.
I think something outside the code snippet you’re shared is causing this. In your code, what does engine refer to? Perhaps it’s related to how you’re reading the files with Delayed (i.e., the read_dell_fiscal_calendar_for_days function)?
We really would need a reproducible example to diagnose this further.
The following links might be helpful:
Also, sorry for the delay in response!