diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py index 57f62d78..ed407233 100644 --- a/tests/test_perf_tracking.py +++ b/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, diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index a24c6f12..952a9680 100644 --- a/zipline/finance/performance.py +++ b/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 diff --git a/zipline/finance/slippage.py b/zipline/finance/slippage.py index 49d539ab..d4ed64a6 100644 --- a/zipline/finance/slippage.py +++ b/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 diff --git a/zipline/protocol.py b/zipline/protocol.py index b5318b18..260a889c 100644 --- a/zipline/protocol.py +++ b/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': '' -})