More tests passing.

tests/test_ndict.py

@@ -1,4 +1,4 @@
-from zipline.protocol_utils import ndict, namedict
+from zipline.utils.protocol_utils import ndict, namedict
 
 def test_ndict():
     nd = ndict({})

tests/test_perf_tracking.py

@@ -4,18 +4,19 @@ import random
 import datetime
 import pytz
 
-import zipline.test.factory as factory
-import zipline.test.algorithms
-import zipline.util as qutil
+import zipline.utils.factory as factory
+import zipline.test_algorithms
+#import zipline.util as qutil
 import zipline.finance.performance as perf
 import zipline.finance.risk as risk
 import zipline.protocol as zp
 from zipline.finance.trading import TradeSimulationClient, TradingEnvironment, \
-SIMULATION_STYLE
+    SIMULATION_STYLE
+
 class PerformanceTestCase(unittest.TestCase):
     
     def setUp(self):
-        qutil.configure_logging()
+        #qutil.configure_logging()
         self.benchmark_returns, self.treasury_curves = \
         factory.load_market_data()
         
@@ -565,4 +566,4 @@ shares in position"
         cumulative_pos = perf_tracker.cumulative_performance.positions[sid]
         expected_size = txn_count / 2 * -25
         self.assertEqual(cumulative_pos.amount, expected_size)
-    
+    

tests/test_protocol.py

@@ -9,8 +9,8 @@ from collections import defaultdict
 
 from nose.tools import timed
 
-import zipline.test.factory as factory
-import zipline.util as qutil
+import zipline.utils.factory as factory
+from zipline.utils import logger
 import zipline.protocol as zp
 
 from zipline.sources import SpecificEquityTrades
@@ -22,7 +22,7 @@ class ProtocolTestCase(TestCase):
     leased_sockets = defaultdict(list)
 
     def setUp(self):
-        qutil.configure_logging()
+        #qutil.configure_logging()
         self.trading_environment = factory.create_trading_environment()
 
     @timed(DEFAULT_TIMEOUT)

tests/test_risk.py

@@ -4,15 +4,14 @@ import datetime
 import calendar
 import pytz
 import zipline.finance.risk as risk
-import zipline.test.factory as factory
-import zipline.util as qutil
+from zipline.utils import factory
 
 from zipline.finance.trading import TradingEnvironment
 
 class Risk(unittest.TestCase):
     
     def setUp(self):
-        qutil.configure_logging()
+        #qutil.configure_logging()
         start_date = datetime.datetime(
             year=2006, 
             month=1, 
@@ -354,4 +353,4 @@ RETURNS = [
      0.048 , -0.0307, -0.0357,  0.0033, -0.0412, -0.0407,  0.0455,
      0.0159, -0.0051, -0.0274, -0.0213,  0.0361,  0.0051, -0.0378,
      0.0084,  0.0066, -0.0103, -0.0037,  0.0478, -0.0278
-]
+]