diff --git a/zipline/test/test_optimize.py b/tests/test_optimize.py
similarity index 90%
rename from zipline/test/test_optimize.py
rename to tests/test_optimize.py
index 49c85b3a..8998009c 100644
--- a/zipline/test/test_optimize.py
+++ b/tests/test_optimize.py
@@ -1,6 +1,6 @@
 """Tests for the zipline.finance package"""
 import unittest
-from unittest2 import TestCase
+from unittest2 import TestCase, skip
 from nose.tools import timed
 from collections import defaultdict
 from datetime import datetime, timedelta
@@ -8,7 +8,7 @@ from datetime import datetime, timedelta
 import numpy as np
 
 from zipline.optimize.factory import create_updown_trade_source
-import zipline.test.factory as factory
+import zipline.utils.factory as factory
 import zipline.util as qutil
 
 from zipline.simulator import AddressAllocator, Simulator
@@ -23,7 +23,7 @@ EXTENDED_TIMEOUT = 90
 allocator = AddressAllocator(1000)
 
 class TestUpDown(TestCase):
-    """This unittest establishes that the BuySellAlgorithm in
+    """This unittest verifies that the BuySellAlgorithm in
     combination with the UpDownSource are suitable for usage in an
     optimization framework.
 
@@ -39,14 +39,14 @@ class TestUpDown(TestCase):
 
     @timed(DEFAULT_TIMEOUT)
     def test_source_and_orders(self):
-        """Establishes that the UpDownSource is having the correct
-        behavior and that the BuySellAlgorithm places the buy/sell
+        """verify that UpDownSource is having the correct
+        behavior and that BuySellAlgorithm places the buy/sell
         orders at the right time. Moreover, establishes that
         UpDownSource and BuySellAlgorithm interact correctly."
 
         """
         #generate events
-        trade_count = 50
+        trade_count = 5
         sid = 133
         base_price = 50
         amplitude = 6
@@ -107,10 +107,10 @@ class TestUpDown(TestCase):
         )
 
     def test_concavity_of_returns(self):
-        """Establishes that the free parameter of the BuySellAlgorithm
-        and the returns have a (strictly) concave relationship in a
-        certain region around the max. Moreover, establishes that the
-        max returns is at the correct value (i.e. 0).
+        """verify concave relationship between of free parameter and
+        returns in certain region around the max. Moreover,
+        establishes that the max returns is at the correct value
+        (i.e. 0).
 
         """
         #generate events
@@ -166,11 +166,11 @@ class TestUpDown(TestCase):
             idx[0] -= 1
             idx[1] += 1
 
-
+    @skip
     def test_optimize(self):
-        """Establishes that a simple gradient descent algorithm
-        (Powell's method) can find the free parameter of the
-        BuySellAlgorithm producing maximum returns.
+        """verify that gradient descent (Powell's method) can find
+        the optimal free parameter under which the BuySellAlgorithm produces
+        maximum returns.
 
         """
         def simulate(offset):
diff --git a/zipline/optimize/algorithms.py b/zipline/optimize/algorithms.py
index 8c2e065d..d0c84b60 100644
--- a/zipline/optimize/algorithms.py
+++ b/zipline/optimize/algorithms.py
@@ -32,7 +32,7 @@ class BuySellAlgorithm():
     def set_portfolio(self, portfolio):
         self.portfolio = portfolio
 
-    def handle_frame(self, frame):
+    def handle_data(self, frame):
         order_size = self.buy_or_sell * (self.amount - (self.offset**2))
         self.order(self.sid, order_size)
 
diff --git a/zipline/optimize/factory.py b/zipline/optimize/factory.py
index 6b4ba8ad..0b9adde4 100644
--- a/zipline/optimize/factory.py
+++ b/zipline/optimize/factory.py
@@ -8,7 +8,7 @@ from datetime import datetime, timedelta
 import zipline.protocol as zp
 
 from zipline.test.factory import get_next_trading_dt
-from zipline.sources import SpecificEquityTrades
+from zipline.finance.sources import SpecificEquityTrades
 from zipline.optimize.algorithms import BuySellAlgorithm
 from zipline.lines import SimulatedTrading
 
@@ -27,7 +27,7 @@ def create_updown_trade_source(sid, trade_count, trading_environment, start_pric
     for i in xrange(trade_count + 2):
         cur = get_next_trading_dt(cur, one_day, trading_environment)
 
-        event = zp.namedict({
+        event = zp.ndict({
             "type"      : zp.DATASOURCE_TYPE.TRADE,
             "sid"       : sid,
             "price"     : price,