MAINT: Uses Transaction object in tests instead of ndict.

So that Transaction object behavior is exercised, uses the Transaction
object in performance module tests instead of ndict.

Also, adds fields to the __init__ of Transaction, to make the
definition of the object more well defined.

tests/finance/test_slippage.py

@@ -69,7 +69,8 @@ class SlippageTestCase(TestCase):
             'dt': datetime.datetime(
                 2006, 1, 5, 14, 31, tzinfo=pytz.utc),
             'amount': int(50),
-            'sid': int(133)
+            'sid': int(133),
+            'commission': None
         }
 
         self.assertIsNotNone(txn)

tests/test_perf_tracking.py

@@ -24,7 +24,7 @@ from operator import attrgetter
 
 import zipline.utils.factory as factory
 import zipline.finance.performance as perf
-from zipline.utils.protocol_utils import ndict
+from zipline.finance.slippage import Transaction
 
 from zipline.gens.composites import date_sorted_sources
 from zipline.finance.trading import SimulationParameters
@@ -1018,7 +1018,7 @@ class TestPerformanceTracker(unittest.TestCase):
         #create a transaction for all but
         #first trade in each sid, to simulate None transaction
         if event.dt != no_txn_dt:
-            txn = ndict({
+            txn = Transaction(**{
                 'sid': event.sid,
                 'amount': -25,
                 'dt': event.dt,

zipline/finance/slippage.py

@@ -50,9 +50,12 @@ def transact_partial(slippage, commission):
 
 class Transaction(object):
 
-    def __init__(self, initial_values=None):
-        if initial_values:
-            self.__dict__ = initial_values
+    def __init__(self, sid, amount, dt, price, commission=None):
+        self.sid = sid
+        self.amount = amount
+        self.dt = dt
+        self.price = price
+        self.commission = commission
 
     def __getitem__(self, name):
         return self.__dict__[name]
@@ -67,7 +70,7 @@ def create_transaction(sid, amount, price, dt):
         'price': price,
     }
 
-    transaction = Transaction(txn)
+    transaction = Transaction(**txn)
     return transaction