diff --git a/tests/finance/test_slippage.py b/tests/finance/test_slippage.py
index 7f0871cc..403d8b46 100644
--- a/tests/finance/test_slippage.py
+++ b/tests/finance/test_slippage.py
@@ -329,7 +329,7 @@ class SlippageTestCase(TestCase):
         slippage_model = VolumeShareSlippage()
 
         try:
-            _, txn = slippage_model.simulate(event, [order]).next()
+            _, txn = next(slippage_model.simulate(event, [order]))
         except StopIteration:
             txn = None
 
diff --git a/tests/test_events_through_risk.py b/tests/test_events_through_risk.py
index 6026c4ad..5e141ca0 100644
--- a/tests/test_events_through_risk.py
+++ b/tests/test_events_through_risk.py
@@ -293,7 +293,7 @@ class TestEventsThroughRisk(unittest.TestCase):
 
             crm = algo.perf_tracker.cumulative_risk_metrics
 
-            first_msg = gen.next()
+            first_msg = next(gen)
 
             self.assertIsNotNone(first_msg,
                                  "There should be a message emitted.")
@@ -310,7 +310,7 @@ class TestEventsThroughRisk(unittest.TestCase):
                 crm.metrics.algorithm_volatility[algo.datetime.date()],
                 "On the first day algorithm volatility does not exist.")
 
-            second_msg = gen.next()
+            second_msg = next(gen)
 
             self.assertIsNotNone(second_msg, "There should be a message "
                                  "emitted.")
@@ -325,7 +325,7 @@ class TestEventsThroughRisk(unittest.TestCase):
                 crm.algorithm_returns[-1],
                 decimal=6)
 
-            third_msg = gen.next()
+            third_msg = next(gen)
 
             self.assertEqual(1, len(algo.portfolio.positions),
                              "Number of positions should stay the same.")
diff --git a/tests/test_sources.py b/tests/test_sources.py
index d801a025..1ba2e937 100644
--- a/tests/test_sources.py
+++ b/tests/test_sources.py
@@ -31,7 +31,7 @@ class TestDataFrameSource(TestCase):
         assert isinstance(source.end, pd.lib.Timestamp)
 
         for expected_dt, expected_price in df.iterrows():
-            sid0 = source.next()
+            sid0 = next(source)
 
             assert expected_dt == sid0.dt
             assert expected_price[0] == sid0.price
@@ -74,4 +74,4 @@ class TestDataFrameSource(TestCase):
             for check_field in check_fields:
                 self.assertIn(check_field, event)
             self.assertTrue(isinstance(event['volume'], (integer_types)))
-            self.assertEqual(stocks_iter.next(), event['sid'])
+            self.assertEqual(next(stocks_iter), event['sid'])
diff --git a/zipline/sources/data_source.py b/zipline/sources/data_source.py
index 3b2c21ba..96461d8f 100644
--- a/zipline/sources/data_source.py
+++ b/zipline/sources/data_source.py
@@ -62,3 +62,6 @@ class DataSource(object):
 
     def next(self):
         return self.mapped_data.next()
+
+    def __next__(self):
+        return next(self.mapped_data)
diff --git a/zipline/sources/test_source.py b/zipline/sources/test_source.py
index 2380e6c1..a25cec90 100644
--- a/zipline/sources/test_source.py
+++ b/zipline/sources/test_source.py
@@ -166,6 +166,9 @@ class SpecificEquityTrades(object):
     def next(self):
         return self.generator.next()
 
+    def __next__(self):
+        return next(self.generator)
+
     def rewind(self):
         self.generator = self.create_fresh_generator()