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