Moves slippage transactions off of ndict.

So that the datatype is unique.

zipline/finance/performance.py

@@ -549,7 +549,7 @@ class PerformancePeriod(object):
 
         # we want the key to be absent, not just empty
         if self.keep_transactions:
-            transactions = [x.as_dict() for x in self.processed_transactions]
+            transactions = [x.__dict__ for x in self.processed_transactions]
             rval['transactions'] = transactions
 
         return rval

zipline/finance/slippage.py

@@ -19,8 +19,6 @@ import math
 
 from functools import partial
 
-from zipline.utils.protocol_utils import ndict
-
 from logbook import Processor
 
 
@@ -48,6 +46,16 @@ def transact_partial(slippage, commission):
     return partial(transact_stub, slippage, commission)
 
 
+class Transaction(object):
+
+    def __init__(self, initial_values=None):
+        if initial_values:
+            self.__dict__ = initial_values
+
+    def __getitem__(self, name):
+        return self.__dict__[name]
+
+
 def create_transaction(sid, amount, price, dt):
 
     txn = {
@@ -57,7 +65,7 @@ def create_transaction(sid, amount, price, dt):
         'price': price,
     }
 
-    transaction = ndict(txn)
+    transaction = Transaction(txn)
     return transaction