diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py
index 90b84cbc..05af596f 100644
--- a/zipline/finance/performance.py
+++ b/zipline/finance/performance.py
@@ -144,8 +144,9 @@ class PerformanceTracker():
         self.market_open             = self.period_start
         self.market_close            = self.market_open + self.trading_day
         self.progress                = 0.0
-        self.total_days              = (self.period_end - self.period_start).days
-        self.day_count               = 0
+        self.total_days              = self.trading_environment.days_in_period
+        # one indexed so that we reach 100%
+        self.day_count               = 0.0 
         self.cumulative_capital_used = 0.0
         self.max_capital_used        = 0.0
         self.capital_base            = self.trading_environment.capital_base
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index 200a50d5..e39bde7d 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -366,6 +366,7 @@ class TradingEnvironment(object):
         self.period_start = period_start
         self.period_end = period_end
         self.capital_base = capital_base
+        self.period_trading_days = None
             
         for bm in benchmark_returns:
             self.trading_days.append(bm.date)
@@ -378,6 +379,24 @@ class TradingEnvironment(object):
             day=test_date.day,
             tzinfo=pytz.utc
         )
+        
+    @property
+    def days_in_period(self):
+        """return the number of trading days within the period [start, end)"""
+        assert(self.period_start != None)
+        assert(self.period_end != None)
+                            
+        if self.period_trading_days == None:
+            self.period_trading_days = []
+            for date in self.trading_days:
+                if date > self.period_end:
+                    break
+                if date >= self.period_start:
+                    self.period_trading_days.append(date)
+        
+        return len(self.period_trading_days)
+                
+            
 
     def is_trading_day(self, test_date):
         dt = self.normalize_date(test_date)
diff --git a/zipline/protocol.py b/zipline/protocol.py
index f8cd1435..d373ca9e 100644
--- a/zipline/protocol.py
+++ b/zipline/protocol.py
@@ -676,8 +676,10 @@ def PERF_UNFRAME(msg):
 # -----------------------
 
 def EPOCH(some_date):
-    return time.mktime(some_date.timetuple())
-
+    seconds = time.mktime(some_date.timetuple())
+    ms = seconds * 1000
+    return ms
+    
 def PACK_DATE(event):
     """
     Packs the datetime property of event into msgpack'able longs.
diff --git a/zipline/sources.py b/zipline/sources.py
index e3ec8800..42ec2367 100644
--- a/zipline/sources.py
+++ b/zipline/sources.py
@@ -39,7 +39,7 @@ class RandomEquityTrades(TradeDataSource):
         self.incr           = 0
         self.sid            = sid
         self.trade_start    = datetime.datetime.now().replace(tzinfo=pytz.utc)
-        self.minute         = datetime.timedelta(minutes=1)
+        self.day            = datetime.timedelta(days=1)
         self.price          = random.uniform(5.0, 50.0)
 
 
@@ -59,7 +59,7 @@ class RandomEquityTrades(TradeDataSource):
             "sid"       : self.sid,
             "price"     : self.price,
             "volume"    : volume,
-            "dt"        : self.trade_start + (self.minute * self.incr),
+            "dt"        : self.trade_start + (self.day * self.incr),
         })
         self.send(event)
         self.incr += 1
diff --git a/zipline/test/test_finance.py b/zipline/test/test_finance.py
index 1771b5c9..b4538bfd 100644
--- a/zipline/test/test_finance.py
+++ b/zipline/test/test_finance.py
@@ -37,6 +37,20 @@ class FinanceTestCase(TestCase):
             'sid':133
         }
 
+    @timed(DEFAULT_TIMEOUT)
+    def test_factory(self):
+        trading_environment = factory.create_trading_environment()
+        trade_source = factory.create_daily_trade_source(
+            [133],
+            200,
+            trading_environment
+        )
+        prev = None
+        for trade in trade_source.event_list:
+            if prev:
+                self.assertTrue(trade.dt > prev.dt)
+            prev = trade
+        
     @timed(DEFAULT_TIMEOUT)
     def test_orders(self):