Moved cycle import out of function.

tests/test_optimize.py

@@ -110,7 +110,7 @@ class TestUpDown(TestCase):
 
 
     def test_concavity_of_returns(self):
-        """verify concave relationship between of free parameter and
+        """verify concave relationship between free parameter and
         returns in certain region around the max. Moreover,
         establishes that the max returns is at the correct value
         (i.e. 0).
@@ -169,7 +169,7 @@ 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
@@ -200,7 +200,6 @@ class TestUpDown(TestCase):
             self.zipline_test_config['environment'] = trading_environment
             zipline = SimulatedTrading.create_test_zipline(**self.zipline_test_config)
             zipline.simulate(blocking=True)
-            zipline.shutdown()
             #function is getting minimized, so have to return negative cum returns.
             return -zipline.get_cumulative_performance()['returns']
 

zipline/optimize/factory.py

@@ -12,9 +12,9 @@ from zipline.finance.sources import SpecificEquityTrades
 from zipline.optimize.algorithms import BuySellAlgorithm
 from zipline.lines import SimulatedTrading
 from copy import deepcopy
+from itertools import cycle
 
 def create_updown_trade_source(sid, trade_count, trading_environment, start_price, amplitude):
-    from itertools import cycle
     volume = 1000
     events = []
     price = start_price-amplitude/2.