diff --git a/zipline/optimize/factory.py b/zipline/optimize/factory.py index 24a0783e..48703a62 100644 --- a/zipline/optimize/factory.py +++ b/zipline/optimize/factory.py @@ -9,9 +9,8 @@ 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 BuySellAlgorithmNew -from zipline.lines import SimulatedTrading from zipline.finance.slippage import FixedSlippage from copy import copy diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py index 66804957..c22b401b 100644 --- a/zipline/utils/factory.py +++ b/zipline/utils/factory.py @@ -238,8 +238,8 @@ def create_trade_source(sids, trade_count, trade_time_increment, trading_environ def create_test_df_source(): start = pd.datetime(1990, 1, 1, 0, 0, 0, 0, pytz.utc) - end = pd.datetime(1990, 1, 10, 0, 0, 0, 0, pytz.utc) - index = pd.DatetimeIndex(start=start, end=end) + end = pd.datetime(1990, 1, 8, 0, 0, 0, 0, pytz.utc) + index = pd.DatetimeIndex(start=start, end=end, freq=pd.datetools.day) x = np.arange(0, 16).reshape((8, 2)) df = pd.DataFrame(x, index=index, columns=[0, 1])