The new default protocol is two.

Lib/shelve.py

@@ -75,7 +75,7 @@ class Shelf(collections.MutableMapping):
                  keyencoding="utf-8"):
         self.dict = dict
         if protocol is None:
-            protocol = 0
+            protocol = 2
         self._protocol = protocol
         self.writeback = writeback
         self.cache = {}