diff --git a/backtester/test/create_test_data.py b/backtester/test/create_test_data.py
deleted file mode 100644
index 914b257..0000000
--- a/backtester/test/create_test_data.py
+++ /dev/null
@@ -1,88 +0,0 @@
-import os
-from datetime import date, timedelta
-import pandas as pd
-import pandas_datareader.data as web
-from backtester.utils import get_data_dir
-
-
-def create_test_data(data_dir, filename="SPX_2008-2018.csv"):
-    """Create test data set with 10 years of SPX"""
-
-    spx_dir = os.path.join(data_dir, "allspx")
-    test_file = os.path.join(data_dir, filename)
-
-    with open(test_file, "w+") as f:
-        f.write("date,price\n")
-
-    for year in range(2008, 2019):
-        filename = "SPX_{}.csv".format(year)
-        year_df = pd.read_csv(os.path.join(spx_dir, filename))
-        grouped = year_df.groupby("quotedate").first()
-        grouped.to_csv(
-            test_file, mode="a", columns=["underlying_last"], header=False)
-
-
-def create_synthetic_data(data_dir, filename="synthetic_data.csv"):
-    """Create an synthetic data set with known statistics.
-    Price goes from 1 to 2000.
-    Mean = 1000.5
-    % Price = 1999"""
-
-    synth_file = os.path.join(data_dir, filename)
-
-    day = date(1970, 1, 1)
-    with open(synth_file, "w+") as f:
-        f.write("date,price\n")
-        for i in range(1, 2001):
-            line = "{},{}\n".format(day.strftime("%m/%d/%Y"), i)
-            f.write(line)
-            day += timedelta(days=1)
-
-
-def fetch_balanced_data(data_dir,
-                        filename="balanced_2015.csv",
-                        start=None,
-                        end=None):
-    """Downloads daily data from `start` til `end` from IEX.
-
-    Symbols
-    -------
-    VOO: VANGUARD IX FUN/S&P 500 ETF
-    GLD: SPDR Gold Trust
-    VNQ: VANGUARD IX FUN/RL EST IX FD ETF
-    VNQI: VANGUARD INTL E/GLB EX-US RL EST IX
-    TLT: iShares Barclays 20+ Yr Treas.Bond
-    TIP: iShares TIPS Bond ETF
-    BNDX: VANGUARD CHARLO/TOTAL INTL BD ETF
-    EEM: iShares MSCI Emerging Markets Indx
-    RJI: Rogers International Commodity Index
-    """
-
-    if not start or not end:
-        start = date(2015, 1, 1)
-        end = date(2015, 12, 31)
-
-    symbols = ["VOO", "GLD", "VNQ", "VNQI", "TLT", "TIP", "BNDX", "EEM", "RJI"]
-
-    # Write headers
-    full_path = os.path.join(data_dir, filename)
-    with open(full_path, "w+") as f:
-        f.write("date,symbol,open,high,low,close,volume\n")
-
-    columns = ["symbol", "open", "high", "low", "close", "volume"]
-    for symbol in symbols:
-        data = web.DataReader(symbol, "iex", start, end)
-        data["symbol"] = symbol
-        data.to_csv(
-            full_path,
-            mode="a",
-            index_label="date",
-            columns=columns,
-            header=False)
-
-
-if __name__ == "__main__":
-    data_dir = get_data_dir()
-    create_test_data(data_dir)
-    create_synthetic_data(data_dir)
-    fetch_balanced_data(data_dir)