diff --git a/zipline/transforms/returns.py b/zipline/transforms/returns.py
index 4a5fa47b..e4754de2 100644
--- a/zipline/transforms/returns.py
+++ b/zipline/transforms/returns.py
@@ -13,7 +13,6 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from numbers import Number
 from zipline.errors import WrongDataForTransform
 from zipline.transforms.utils import TransformMeta
 from collections import defaultdict, deque