diff --git a/tests/test_optimize.py b/tests/test_optimize.py index c16454b1..0b132b8f 100644 --- a/tests/test_optimize.py +++ b/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 diff --git a/zipline/gens/examples.py b/zipline/gens/examples.py index f3a0dd0b..21d9cde4 100644 --- a/zipline/gens/examples.py +++ b/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 diff --git a/zipline/optimize/factory.py b/zipline/optimize/factory.py index cb0de069..3a7fdfff 100644 --- a/zipline/optimize/factory.py +++ b/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