Refactored optimize factory. Enabled optimize unittests.

tests/test_optimize.py

@@ -7,7 +7,7 @@ import numpy as np
 
 from zipline.core.devsimulator import AddressAllocator
 # TODO: refactor the factory to use generators
-# from zipline.optimize.factory import create_predictable_zipline
+from zipline.optimize.factory import create_predictable_zipline
 
 DEFAULT_TIMEOUT = 15 # seconds
 EXTENDED_TIMEOUT = 90
@@ -38,7 +38,7 @@ class TestUpDown(TestCase):
     def tearDown(self):
         teardown_logger(self)
 
-    @skip
+#    @skip
     @timed(DEFAULT_TIMEOUT)
     def test_source_and_orders(self):
         """verify that UpDownSource is having the correct
@@ -94,7 +94,7 @@ class TestUpDown(TestCase):
             "Algorithm did not sell when price was going to increase."
         )
 
-    @skip
+#    @skip
     def test_concavity_of_returns(self):
         """verify concave relationship between free parameter and
         returns in certain region around the max. Moreover,
@@ -136,7 +136,7 @@ class TestUpDown(TestCase):
             idx[0] -= 1
             idx[1] += 1
 
-    @skip
+#    @skip
     def test_optimize(self):
         """verify that gradient descent (Powell's method) can find
         the optimal free parameter under which the BuySellAlgorithm produces

zipline/gens/examples.py

@@ -9,10 +9,10 @@ from itertools import izip
 from zipline.utils.factory import create_trading_environment
 from zipline.test_algorithms import TestAlgorithm
 
-from zipline.gens.composites import SourceBundle, TransformBundle, \
-    date_sorted_sources, merged_transforms, sequential_transforms
+from zipline.gens.composites import date_sorted_sources, merged_transforms, sequential_transforms
 from zipline.gens.tradegens import SpecificEquityTrades
-from zipline.gens.transform import MovingAverage, Passthrough, StatefulTransform
+from zipline.gens.mavg import MovingAverage
+from zipline.gens.transform import Passthrough, StatefulTransform
 from zipline.gens.tradesimulation import TradeSimulationClient as tsc
 
 import zipline.protocol as zp

zipline/optimize/factory.py

@@ -4,12 +4,11 @@ Factory functions to prepare useful data for optimize tests.
 Author: Thomas V. Wiecki (thomas.wiecki@gmail.com), 2012
 """
 from datetime import timedelta
-import pandas as pd
 
 import zipline.protocol as zp
 
 from zipline.utils.factory import get_next_trading_dt, create_trading_environment
-from zipline.finance.sources import SpecificEquityTrades
+from zipline.gens.tradegens import SpecificEquityTrades
 from zipline.optimize.algorithms import BuySellAlgorithm
 from zipline.lines import SimulatedTrading
 from zipline.finance.trading import SIMULATION_STYLE
@@ -66,7 +65,7 @@ def create_updown_trade_source(sid, trade_count, trading_environment, base_price
 
     trading_environment.period_end = cur
 
-    source = SpecificEquityTrades(events)
+    source = SpecificEquityTrades(event_list=events)
 
     return source