diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 45445e7b..1cfacfcd 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -1033,11 +1033,10 @@ class TestPerformanceTracker(unittest.TestCase):
 
     def test_minute_tracker(self):
         """ Tests minute performance tracking."""
-        exc_tz = pytz.timezone('US/Eastern')
-        start_dt = trading.exchange_dt_in_utc(
-            datetime.datetime(2013, 3, 1, 9, 30, tzinfo=exc_tz))
-        end_dt = trading.exchange_dt_in_utc(
-            datetime.datetime(2013, 3, 1, 16, 0, tzinfo=exc_tz))
+        start_dt = trading.environment.exchange_dt_in_utc(
+            datetime.datetime(2013, 3, 1, 9, 30))
+        end_dt = trading.environment.exchange_dt_in_utc(
+            datetime.datetime(2013, 3, 1, 16, 0))
 
         sim_params = SimulationParameters(
             period_start=start_dt,
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index f282c378..c3d22b8e 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -74,11 +74,6 @@ log = logbook.Logger('Transaction Simulator')
 environment = None
 
 
-def exchange_dt_in_utc(dt):
-    delorean = Delorean(dt, dt.tzinfo)
-    return delorean.shift(pytz.utc.zone).datetime
-
-
 class TransactionSimulator(object):
 
     def __init__(self):
@@ -156,6 +151,10 @@ class TradingEnvironment(object):
             tzinfo=pytz.utc
         )
 
+    def exchange_dt_in_utc(self, dt):
+        delorean = Delorean(dt, self.exchange_tz)
+        return delorean.shift(pytz.utc.zone).datetime
+
     @property
     def period_trading_days(self):
         if self._period_trading_days is None:
@@ -223,8 +222,7 @@ Last successful date: %s" % self.market_open)
         )
         # create a new Delorean with the next_open naive date and
         # the correct timezone for the exchange.
-        open_delorean = Delorean(next_open, self.exchange_tz)
-        open_utc = open_delorean.shift(pytz.utc.zone).datetime
+        open_utc = self.exchange_dt_in_utc(next_open)
 
         market_open = open_utc
         market_close = market_open + self.get_trading_day_duration(open_utc)