Removes unused constant and redirection of imports.

Removes TRANSFORM_TYPE from protocol, since it is unused.

Also, removes use of ndict as a member of protocol, since it's
import there was for the TRANSFORM_TYPE. Changed to
utils.protocol_utils instead.

tests/test_perf_tracking.py

@@ -21,7 +21,7 @@ import pytz
 
 import zipline.utils.factory as factory
 import zipline.finance.performance as perf
-import zipline.protocol as zp
+from zipline.utils.protocol_utils import ndict
 
 from zipline.finance.trading import TradingEnvironment
 
@@ -574,7 +574,7 @@ shares in position"
             #create a transaction for all but
             #first trade in each sid, to simulate None transaction
             if(event.dt != self.trading_environment.period_start):
-                txn = zp.ndict({
+                txn = ndict({
                     'sid': event.sid,
                     'amount': -25,
                     'dt': event.dt,

zipline/finance/performance.py

@@ -136,6 +136,7 @@ import datetime
 import pytz
 import math
 
+from zipline.utils.protocol_utils import ndict
 import zipline.protocol as zp
 import zipline.finance.risk as risk
 
@@ -241,7 +242,7 @@ class PerformanceTracker(object):
 
         message = None
 
-        assert isinstance(event, zp.ndict)
+        assert isinstance(event, ndict)
         self.event_count += 1
 
         if(event.dt >= self.market_close):
@@ -545,15 +546,15 @@ class PerformancePeriod(object):
         del(portfolio['max_capital_used'])
 
         portfolio['positions'] = self.get_positions()
-        return zp.ndict(portfolio)
+        return ndict(portfolio)
 
     def get_positions(self):
 
-        positions = zp.ndict(internal=position_ndict())
+        positions = ndict(internal=position_ndict())
 
         for sid, pos in self.positions.iteritems():
             cur = pos.to_dict()
-            positions[sid] = zp.ndict(cur)
+            positions[sid] = ndict(cur)
 
         return positions
 
@@ -577,5 +578,5 @@ class position_ndict(dict):
 
     def __missing__(self, key):
         pos = Position(key)
-        self[key] = zp.ndict(pos.to_dict())
+        self[key] = ndict(pos.to_dict())
         return pos

zipline/finance/slippage.py

@@ -19,7 +19,7 @@ import math
 
 from functools import partial
 
-import zipline.protocol as zp
+from zipline.utils.protocol_utils import ndict
 
 
 def transact_stub(slippage, commission, event, open_orders):
@@ -48,7 +48,7 @@ def create_transaction(sid, amount, price, dt):
            'price': price,
           }
 
-    transaction = zp.ndict(txn)
+    transaction = ndict(txn)
     return transaction
 
 

zipline/protocol.py

@@ -14,7 +14,7 @@
 # limitations under the License.
 
 
-from utils.protocol_utils import Enum, ndict
+from utils.protocol_utils import Enum
 
 # Datasource type should completely determine the other fields of a
 # message with its type.
@@ -27,10 +27,3 @@ DATASOURCE_TYPE = Enum(
     'EMPTY',
     'DONE'
 )
-
-
-#Transform type needs to be a ndict to facilitate merging.
-TRANSFORM_TYPE = ndict({
-    'PASSTHROUGH': 'PASSTHROUGH',
-    'EMPTY': ''
-})