diff --git a/tests/test_finance.py b/tests/test_finance.py
index 9a63815b..3a810f88 100644
--- a/tests/test_finance.py
+++ b/tests/test_finance.py
@@ -325,9 +325,9 @@ class FinanceTestCase(TestCase):
             # move after market orders to just after market next
             # market open.
             if order_date.hour >= 21:
-                    if order_date.minute >= 00:
-                        order_date = order_date + timedelta(days=1)
-                        order_date = order_date.replace(hour=14, minute=30)
+                if order_date.minute >= 00:
+                    order_date = order_date + timedelta(days=1)
+                    order_date = order_date.replace(hour=14, minute=30)
 
         # there should now be one open order list stored under the sid
         oo = blotter.open_orders
diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 31c37dff..678f71f9 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -654,8 +654,8 @@ class TestPositionPerformance(unittest.TestCase):
             trades[-1]['price'],
             "last sale should be same as last trade. \
             expected {exp} actual {act}".format(
-            exp=trades[-1]['price'],
-            act=pp.positions[1].last_sale_price)
+                exp=trades[-1]['price'],
+                act=pp.positions[1].last_sale_price)
         )
 
         self.assertEqual(
diff --git a/zipline/data/treasuries_can.py b/zipline/data/treasuries_can.py
index 06f608a1..6d579aa2 100644
--- a/zipline/data/treasuries_can.py
+++ b/zipline/data/treasuries_can.py
@@ -48,7 +48,7 @@ def get_treasury_source(start_date=None, end_date=None):
 
     today = datetime.date.today()
     # Bank of Canada only has 10 years of data and has this in the URL.
-    restriction = datetime.date(today.year-10, today.month, today.day)
+    restriction = datetime.date(today.year - 10, today.month, today.day)
 
     if not end_date:
         end_date = today
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index e367be15..f0d1389d 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -52,7 +52,7 @@ log = logbook.Logger('Trading')
 # you can use a TradingEnvironment in a with clause:
 #       lse = TradingEnvironment(bm_index="^FTSE", exchange_tz="Europe/London")
 #       with lse:
-#           # the code here will have lse as the global trading.environment
+# the code here will have lse as the global trading.environment
 #           algo.run(start, end)
 #
 # User code will not normally need to use TradingEnvironment