diff --git a/tests/modelling/test_engine.py b/tests/modelling/test_engine.py
index 6cfcd05c..fa82f4d0 100644
--- a/tests/modelling/test_engine.py
+++ b/tests/modelling/test_engine.py
@@ -39,6 +39,7 @@ from zipline.data.ffc.loaders.us_equity_pricing import (
     BcolzDailyBarReader,
     USEquityPricingLoader,
 )
+from zipline.finance import trading
 from zipline.finance.trading import TradingEnvironment
 from zipline.modelling.engine import SimpleFFCEngine
 from zipline.modelling.factor import TestingFactor
@@ -93,7 +94,9 @@ class ConstantInputTestCase(TestCase):
             start_date=self.dates[0],
             end_date=self.dates[-1],
         )
-        self.asset_finder = AssetFinder(self.asset_info)
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_df=self.asset_info)
+        self.asset_finder = AssetFinder(trading.environment.engine)
 
     def test_bad_dates(self):
         loader = self.loader
@@ -222,12 +225,13 @@ class ConstantInputTestCase(TestCase):
 
 class FrameInputTestCase(TestCase):
 
-    def setUp(self):
-        env = TradingEnvironment.instance()
-        day = env.trading_day
+    @classmethod
+    def setUpClass(cls):
+        cls.env = trading.TradingEnvironment()
+        day = cls.env.trading_day
 
-        self.assets = Int64Index([1, 2, 3])
-        self.dates = date_range(
+        cls.assets = Int64Index([1, 2, 3])
+        cls.dates = date_range(
             '2015-01-01',
             '2015-01-31',
             freq=day,
@@ -235,11 +239,16 @@ class FrameInputTestCase(TestCase):
         )
 
         asset_info = make_simple_asset_info(
-            self.assets,
-            start_date=self.dates[0],
-            end_date=self.dates[-1],
+            cls.assets,
+            start_date=cls.dates[0],
+            end_date=cls.dates[-1],
         )
-        self.asset_finder = AssetFinder(asset_info)
+        cls.env.write_data(equities_df=asset_info)
+
+    def setUp(self):
+        self.asset_finder = AssetFinder(FrameInputTestCase.env.engine)
+        self.dates = FrameInputTestCase.dates
+        self.assets = FrameInputTestCase.assets
 
     @lazyval
     def base_mask(self):
@@ -329,7 +338,7 @@ class SyntheticBcolzTestCase(TestCase):
     @classmethod
     def setUpClass(cls):
         cls.first_asset_start = Timestamp('2015-04-01', tz='UTC')
-        cls.env = TradingEnvironment.instance()
+        cls.env = trading.TradingEnvironment()
         cls.trading_day = cls.env.trading_day
         cls.asset_info = make_rotating_asset_info(
             num_assets=6,
@@ -345,7 +354,8 @@ class SyntheticBcolzTestCase(TestCase):
             freq=cls.trading_day,
         )
 
-        cls.finder = AssetFinder(cls.asset_info)
+        cls.env.write_data(equities_df=cls.asset_info)
+        cls.finder = AssetFinder(cls.env.engine)
 
         cls.temp_dir = TempDirectory()
         cls.temp_dir.create()
diff --git a/tests/modelling/test_modelling_algo.py b/tests/modelling/test_modelling_algo.py
index b7fce006..e589ed04 100644
--- a/tests/modelling/test_modelling_algo.py
+++ b/tests/modelling/test_modelling_algo.py
@@ -42,6 +42,7 @@ from zipline.data.ffc.loaders.us_equity_pricing import (
     USEquityPricingLoader,
 )
 # from zipline.modelling.factor import CustomFactor
+from zipline.finance import trading
 from zipline.modelling.factor.technical import VWAP
 from zipline.utils.test_utils import (
     make_simple_asset_info,
@@ -84,7 +85,9 @@ class FFCAlgorithmTestCase(TestCase):
             Timestamp('2015'),
             ['AAPL', 'MSFT', 'BRK_A'],
         )
-        cls.asset_finder = AssetFinder(asset_info)
+        cls.env = trading.TradingEnvironment()
+        cls.env.write_data(equities_df=asset_info)
+        cls.asset_finder = AssetFinder(cls.env.engine)
         cls.tempdir = tempdir = TempDirectory()
         tempdir.create()
         try:
@@ -200,6 +203,11 @@ class FFCAlgorithmTestCase(TestCase):
         # Do the same checks in before_trading_start
         before_trading_start = handle_data
 
+        # Create fresh trading environment as the algo.run()
+        # method will attempt to write data to disk, and could
+        # violate SQL constraints.
+        trading.environment = trading.TradingEnvironment()
+
         algo = TradingAlgorithm(
             initialize=initialize,
             handle_data=handle_data,
diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py
index 1d4ffb84..e2984020 100644
--- a/tests/test_algorithm.py
+++ b/tests/test_algorithm.py
@@ -627,7 +627,6 @@ class TestTransformAlgorithm(TestCase):
     def test_order_instant(self):
         algo = TestOrderInstantAlgorithm(sim_params=self.sim_params,
                                          instant_fill=True)
-
         algo.run(self.df)
 
     def test_minute_data(self):
diff --git a/tests/test_algorithm_gen.py b/tests/test_algorithm_gen.py
index d33abfd3..1aa5babd 100644
--- a/tests/test_algorithm_gen.py
+++ b/tests/test_algorithm_gen.py
@@ -85,6 +85,12 @@ class TestAlgo(TradingAlgorithm):
 
 
 class AlgorithmGeneratorTestCase(TestCase):
+
+    @classmethod
+    def setUpClass(cls):
+        cls.env = trading.TradingEnvironment()
+        cls.env.write_data(equities_identifiers=[8229])
+
     def setUp(self):
         setup_logger(self)
 
@@ -106,6 +112,8 @@ class AlgorithmGeneratorTestCase(TestCase):
                 end=datetime(2012, 6, 30, tzinfo=pytz.utc)
             )
             algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
+            # This call appears inconsistent with
+            # the signature of create_daily_trade_source
             trade_source = factory.create_daily_trade_source(
                 [8229],
                 200,
@@ -127,11 +135,15 @@ class AlgorithmGeneratorTestCase(TestCase):
         Ensure the pipeline of generators are in sync, at least as far as
         their current dates.
         """
+        # Ensure we are pointing to the TradingEnvironment for this class
+        trading.environment = AlgorithmGeneratorTestCase.env
+
         sim_params = factory.create_simulation_parameters(
             start=datetime(2011, 7, 30, tzinfo=pytz.utc),
             end=datetime(2012, 7, 30, tzinfo=pytz.utc)
         )
-        algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
+        algo = TestAlgo(self, sim_params=sim_params,
+                        env=AlgorithmGeneratorTestCase.env)
         trade_source = factory.create_daily_trade_source(
             [8229],
             sim_params
@@ -158,7 +170,8 @@ class AlgorithmGeneratorTestCase(TestCase):
             period_end=datetime(2012, 7, 30, tzinfo=pytz.utc),
             data_frequency='minute'
         )
-        algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
+        algo = TestAlgo(self, sim_params=sim_params,
+                        env=AlgorithmGeneratorTestCase.env)
 
         midnight_custom_source = [Event({
             'custom_field': 42.0,
@@ -196,11 +209,15 @@ class AlgorithmGeneratorTestCase(TestCase):
         Ensure the pipeline of generators are in sync, at least as far as
         their current dates.
         """
+        # Ensure we are pointing to the TradingEnvironment for this class
+        trading.environment = AlgorithmGeneratorTestCase.env
+
         sim_params = factory.create_simulation_parameters(
             start=datetime(2008, 1, 1, tzinfo=pytz.utc),
             end=datetime(2008, 1, 5, tzinfo=pytz.utc)
         )
-        algo = TestAlgo(self, sim_params=sim_params)
+        algo = TestAlgo(self, sim_params=sim_params,
+                        env=AlgorithmGeneratorTestCase.env)
         trade_source = factory.create_daily_trade_source(
             [8229],
             sim_params
@@ -222,6 +239,7 @@ class AlgorithmGeneratorTestCase(TestCase):
         """
         sim_params = create_simulation_parameters(num_days=1,
                                                   data_frequency='minute')
-        algo = TestAlgo(self, sim_params=sim_params, identifiers=[8229])
+        algo = TestAlgo(self, sim_params=sim_params,
+                        env=AlgorithmGeneratorTestCase.env)
         algo.run(source=[], overwrite_sim_params=False)
         self.assertEqual(algo.datetime, sim_params.last_close)
diff --git a/tests/test_assets.py b/tests/test_assets.py
index fb5de11f..bad5d914 100644
--- a/tests/test_assets.py
+++ b/tests/test_assets.py
@@ -24,7 +24,6 @@ from datetime import datetime, timedelta
 import pickle
 import uuid
 import warnings
-import sqlite3
 
 import pandas as pd
 from pandas.tseries.tools import normalize_date
@@ -35,13 +34,13 @@ from numpy import full
 
 from zipline.assets import Asset, Equity, Future, AssetFinder
 from zipline.assets.futures import FutureChain
-from zipline.assets.asset_writer import AssetDBWriterFromDataFrame
 from zipline.errors import (
     SymbolNotFound,
     MultipleSymbolsFound,
     SidAssignmentError,
     RootSymbolNotFound,
 )
+from zipline.finance import trading
 from zipline.finance.trading import with_environment
 from zipline.utils.test_utils import (
     all_subindices,
@@ -67,32 +66,30 @@ def build_lookup_generic_cases():
         [
             {
                 'sid': 0,
-                'asset_name': 'duplicated_0',
+                'symbol': 'duplicated_0',
                 'start_date': dupe_0_start.value,
                 'end_date': dupe_0_end.value,
                 'exchange': '',
             },
             {
                 'sid': 1,
-                'asset_name': 'duplicated_1',
+                'symbol': 'duplicated_1',
                 'start_date': dupe_1_start.value,
                 'end_date': dupe_1_end.value,
                 'exchange': '',
             },
             {
                 'sid': 2,
-                'asset_name': 'unique',
+                'symbol': 'unique',
                 'start_date': unique_start.value,
                 'end_date': unique_end.value,
                 'exchange': '',
             },
         ],
         index='sid')
-    db_path = '~/temp.db'
-    conn = sqlite3.connect(db_path)
-    asset_writer = AssetDBWriterFromDataFrame(equities=frame)
-    asset_writer.write_all(conn)
-    finder = AssetFinder(conn)
+    trading.environment = trading.TradingEnvironment()
+    trading.environment.write_data(equities_df=frame)
+    finder = AssetFinder(trading.environment.engine)
     dupe_0, dupe_1, unique = assets = [
         finder.retrieve_asset(i)
         for i in range(3)
@@ -113,8 +110,8 @@ def build_lookup_generic_cases():
         (finder, 1, None, assets[1]),
         (finder, 2, None, assets[2]),
         # Duplicated symbol with resolution date
-        (finder, 'duplicated', dupe_0_start, dupe_0),
-        (finder, 'duplicated', dupe_1_start, dupe_1),
+        (finder, 'duplicated_0', dupe_0_start, dupe_0),
+        (finder, 'duplicated_1', dupe_1_start, dupe_1),
         # Unique symbol, with or without resolution date.
         (finder, 'unique', unique_start, unique),
         (finder, 'unique', None, unique),
@@ -129,11 +126,11 @@ def build_lookup_generic_cases():
         (finder, (0, 1), None, assets[:-1]),
         (finder, iter((0, 1)), None, assets[:-1]),
         # Iterables of symbols.
-        (finder, ('duplicated', 'unique'), dupe_0_start, [dupe_0, unique]),
-        (finder, ('duplicated', 'unique'), dupe_1_start, [dupe_1, unique]),
+        (finder, ('duplicated_0', 'unique'), dupe_0_start, [dupe_0, unique]),
+        (finder, ('duplicated_1', 'unique'), dupe_1_start, [dupe_1, unique]),
         # Mixed types
         (finder,
-         ('duplicated', 2, 'unique', 1, dupe_1),
+         ('duplicated_0', 2, 'unique', 1, dupe_1),
          dupe_0_start,
          [dupe_0, assets[2], unique, assets[1], dupe_1]),
     ]
@@ -283,22 +280,27 @@ class TestFuture(TestCase):
 
 class AssetFinderTestCase(TestCase):
 
+    def setUp(self):
+        trading.environment = trading.TradingEnvironment()
+
     def test_lookup_symbol_fuzzy(self):
         as_of = pd.Timestamp('2013-01-01', tz='UTC')
         frame = pd.DataFrame.from_records(
             [
                 {
                     'sid': i,
-                    'file_name':  'TEST@%d' % i,
+                    'symbol':  'TEST@%d' % i,
                     'company_name': "company%d" % i,
-                    'start_date_nano': as_of.value,
-                    'end_date_nano': as_of.value,
+                    'start_date_': as_of.value,
+                    'end_date': as_of.value,
                     'exchange': uuid.uuid4().hex,
+                    'fuzzy': 'TEST%d' % i
                 }
                 for i in range(3)
             ]
         )
-        finder = AssetFinder(frame, fuzzy_char='@')
+        trading.environment.write_data(equities_df=frame)
+        finder = AssetFinder(trading.environment.engine, fuzzy_char='@')
         asset_0, asset_1, asset_2 = (
             finder.retrieve_asset(i) for i in range(3)
         )
@@ -334,17 +336,16 @@ class AssetFinderTestCase(TestCase):
             [
                 {
                     'sid': i,
-                    'file_name':  'existing',
-                    'company_name': 'existing',
-                    'start_date_nano': date.value,
-                    'end_date_nano': (date + timedelta(days=1)).value,
+                    'symbol':  'existing',
+                    'start_date': date.value,
+                    'end_date': (date + timedelta(days=1)).value,
                     'exchange': 'NYSE',
                 }
                 for i, date in enumerate(dates)
             ]
         )
-
-        finder = AssetFinder(df)
+        trading.environment.write_data(equities_df=df)
+        finder = AssetFinder(trading.environment.engine)
         for _ in range(2):  # Run checks twice to test for caching bugs.
             with self.assertRaises(SymbolNotFound):
                 finder.lookup_symbol_resolve_multiple('non_existing', dates[0])
@@ -378,43 +379,40 @@ class AssetFinderTestCase(TestCase):
             [
                 {
                     'sid': 0,
-                    'file_name': 'real',
-                    'company_name': 'real',
-                    'start_date_nano': pd.Timestamp('2013-1-1', tz='UTC'),
-                    'end_date_nano': pd.Timestamp('2014-1-1', tz='UTC'),
+                    'symbol': 'real',
+                    'start_date': pd.Timestamp('2013-1-1', tz='UTC'),
+                    'end_date': pd.Timestamp('2014-1-1', tz='UTC'),
                     'exchange': '',
                 },
                 {
                     'sid': 1,
-                    'file_name': 'also_real',
-                    'company_name': 'also_real',
-                    'start_date_nano': pd.Timestamp('2013-1-1', tz='UTC'),
-                    'end_date_nano': pd.Timestamp('2014-1-1', tz='UTC'),
+                    'symbol': 'also_real',
+                    'start_date': pd.Timestamp('2013-1-1', tz='UTC'),
+                    'end_date': pd.Timestamp('2014-1-1', tz='UTC'),
                     'exchange': '',
                 },
                 # Sid whose end date is before our query date.  We should
                 # still correctly find it.
                 {
                     'sid': 2,
-                    'file_name': 'real_but_old',
-                    'company_name': 'real_but_old',
-                    'start_date_nano': pd.Timestamp('2002-1-1', tz='UTC'),
-                    'end_date_nano': pd.Timestamp('2003-1-1', tz='UTC'),
+                    'symbol': 'real_but_old',
+                    'start_date': pd.Timestamp('2002-1-1', tz='UTC'),
+                    'end_date': pd.Timestamp('2003-1-1', tz='UTC'),
                     'exchange': '',
                 },
                 # Sid whose start_date is **after** our query date.  We should
                 # **not** find it.
                 {
                     'sid': 3,
-                    'file_name': 'real_but_in_the_future',
-                    'company_name': 'real_but_in_the_future',
-                    'start_date_nano': pd.Timestamp('2014-1-1', tz='UTC'),
-                    'end_date_nano': pd.Timestamp('2020-1-1', tz='UTC'),
+                    'symbol': 'real_but_in_the_future',
+                    'start_date': pd.Timestamp('2014-1-1', tz='UTC'),
+                    'end_date': pd.Timestamp('2020-1-1', tz='UTC'),
                     'exchange': 'THE FUTURE',
                 },
             ]
         )
-        finder = AssetFinder(data)
+        trading.environment.write_data(equities_df=data)
+        finder = AssetFinder(trading.environment.engine)
         results, missing = finder.lookup_generic(
             ['real', 1, 'fake', 'real_but_old', 'real_but_in_the_future'],
             pd.Timestamp('2013-02-01', tz='UTC'),
@@ -433,14 +431,13 @@ class AssetFinderTestCase(TestCase):
         self.assertEqual(missing[1], 'real_but_in_the_future')
 
     def test_insert_metadata(self):
-        finder = AssetFinder()
-        finder.insert_metadata(0,
-                               asset_type='equity',
-                               start_date='2014-01-01',
-                               end_date='2015-01-01',
-                               symbol="PLAY",
-                               foo_data="FOO",)
-
+        data = {0: {'asset_type': 'equity',
+                    'start_date': '2014-01-01',
+                    'end_date': '2015-01-01',
+                    'symbol': "PLAY",
+                    'foo_data': "FOO"}}
+        trading.environment.write_data(equities_data=data)
+        finder = AssetFinder(trading.environment.engine)
         # Test proper insertion
         equity = finder.retrieve_asset(0)
         self.assertIsInstance(equity, Equity)
@@ -455,24 +452,24 @@ class AssetFinderTestCase(TestCase):
     def test_consume_metadata(self):
 
         # Test dict consumption
-        finder = AssetFinder()
         dict_to_consume = {0: {'symbol': 'PLAY'},
                            1: {'symbol': 'MSFT'}}
-        finder.consume_metadata(dict_to_consume)
+        trading.environment.write_data(equities_data=dict_to_consume)
+        finder = AssetFinder(trading.environment.engine)
 
         equity = finder.retrieve_asset(0)
         self.assertIsInstance(equity, Equity)
         self.assertEqual('PLAY', equity.symbol)
 
-        finder = AssetFinder()
-
         # Test dataframe consumption
         df = pd.DataFrame(columns=['asset_name', 'exchange'], index=[0, 1])
         df['asset_name'][0] = "Dave'N'Busters"
         df['exchange'][0] = "NASDAQ"
         df['asset_name'][1] = "Microsoft"
         df['exchange'][1] = "NYSE"
-        finder.consume_metadata(df)
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_df=df)
+        finder = AssetFinder(trading.environment.engine)
         self.assertEqual('NASDAQ', finder.retrieve_asset(0).exchange)
         self.assertEqual('Microsoft', finder.retrieve_asset(1).asset_name)
 
@@ -486,8 +483,9 @@ class AssetFinderTestCase(TestCase):
         future_asset = Future(200, symbol="TESTFUT", end_date=fut_end)
 
         # Consume the Assets
-        finder = AssetFinder()
-        finder.consume_identifiers([equity_asset, future_asset])
+        trading.environment.write_data(equities_identifiers=[equity_asset],
+                                       futures_identifiers=[future_asset])
+        finder = AssetFinder(trading.environment.engine)
 
         # Test equality with newly built Assets
         self.assertEqual(equity_asset, finder.retrieve_asset(1))
@@ -498,16 +496,16 @@ class AssetFinderTestCase(TestCase):
     def test_sid_assignment(self):
 
         # This metadata does not contain SIDs
-        metadata = {'PLAY': {'symbol': 'PLAY'},
-                    'MSFT': {'symbol': 'MSFT'}}
+        metadata = ['PLAY', 'MSFT']
 
         today = normalize_date(pd.Timestamp('2015-07-09', tz='UTC'))
 
-        # Build a finder that is allowed to assign sids
-        finder = AssetFinder(metadata=metadata,
-                             allow_sid_assignment=True)
+        # Write data with sid assignment
+        trading.environment.write_data(equities_identifiers=metadata,
+                                       allow_sid_assignment=True)
 
         # Verify that Assets were built and different sids were assigned
+        finder = AssetFinder(trading.environment.engine)
         play = finder.lookup_symbol('PLAY', today)
         msft = finder.lookup_symbol('MSFT', today)
         self.assertEqual('PLAY', play.symbol)
@@ -517,12 +515,12 @@ class AssetFinderTestCase(TestCase):
     def test_sid_assignment_failure(self):
 
         # This metadata does not contain SIDs
-        metadata = {'PLAY': {'symbol': 'PLAY'},
-                    'MSFT': {'symbol': 'MSFT'}}
+        metadata = ['PLAY', 'MSFT']
 
-        # Build a finder that is not allowed to assign sids, asserting failure
+        # Write data without sid assignment, asserting failure
         with self.assertRaises(SidAssignmentError):
-            AssetFinder(metadata=metadata, allow_sid_assignment=False)
+            trading.environment.write_data(equities_identifiers=metadata,
+                                           allow_sid_assignment=False)
 
     def test_security_dates_warning(self):
 
@@ -579,8 +577,8 @@ class AssetFinderTestCase(TestCase):
             },
 
         }
-
-        finder = AssetFinder(metadata=metadata)
+        trading.environment.write_data(futures_data=metadata)
+        finder = AssetFinder(trading.environment.engine)
         dt = pd.Timestamp('2015-05-14', tz='UTC')
         last_year = pd.Timestamp('2014-01-01', tz='UTC')
         first_day = pd.Timestamp('2015-01-01', tz='UTC')
@@ -611,7 +609,7 @@ class AssetFinderTestCase(TestCase):
     def test_map_identifier_index_to_sids(self):
         # Build an empty finder and some Assets
         dt = pd.Timestamp('2014-01-01', tz='UTC')
-        finder = AssetFinder()
+        finder = AssetFinder(trading.environment.engine)
         asset1 = Equity(1, symbol="AAPL")
         asset2 = Equity(2, symbol="GOOG")
         asset200 = Future(200, symbol="CLK15")
@@ -642,7 +640,9 @@ class AssetFinderTestCase(TestCase):
             periods_between_starts=3,
             asset_lifetime=5
         )
-        finder = AssetFinder(frame)
+
+        trading.environment.write_data(equities_df=frame)
+        finder = AssetFinder(trading.environment.engine)
 
         all_dates = pd.date_range(
             start=first_start,
@@ -667,45 +667,50 @@ class AssetFinderTestCase(TestCase):
             expected_result = pd.DataFrame(
                 data=expected_mask,
                 index=dates,
-                columns=frame.sid.values,
+                columns=frame.index.values,
             )
+
             actual_result = finder.lifetimes(dates)
             assert_frame_equal(actual_result, expected_result)
 
 
 class TestFutureChain(TestCase):
-    metadata = {
-        0: {
-            'symbol': 'CLG06',
-            'root_symbol': 'CL',
-            'asset_type': 'future',
-            'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
-            'notice_date': pd.Timestamp('2005-12-20', tz='UTC'),
-            'expiration_date': pd.Timestamp('2006-01-20', tz='UTC')},
-        1: {
-            'root_symbol': 'CL',
-            'symbol': 'CLK06',
-            'asset_type': 'future',
-            'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
-            'notice_date': pd.Timestamp('2006-03-20', tz='UTC'),
-            'expiration_date': pd.Timestamp('2006-04-20', tz='UTC')},
-        2: {
-            'symbol': 'CLQ06',
-            'root_symbol': 'CL',
-            'asset_type': 'future',
-            'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
-            'notice_date': pd.Timestamp('2006-06-20', tz='UTC'),
-            'expiration_date': pd.Timestamp('2006-07-20', tz='UTC')},
-        3: {
-            'symbol': 'CLX06',
-            'root_symbol': 'CL',
-            'asset_type': 'future',
-            'start_date': pd.Timestamp('2006-02-01', tz='UTC'),
-            'notice_date': pd.Timestamp('2006-09-20', tz='UTC'),
-            'expiration_date': pd.Timestamp('2006-10-20', tz='UTC')}
-    }
 
-    asset_finder = AssetFinder(metadata=metadata)
+    def setUp(self):
+        metadata = {
+            0: {
+                'symbol': 'CLG06',
+                'root_symbol': 'CL',
+                'asset_type': 'future',
+                'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
+                'notice_date': pd.Timestamp('2005-12-20', tz='UTC'),
+                'expiration_date': pd.Timestamp('2006-01-20', tz='UTC')},
+            1: {
+                'root_symbol': 'CL',
+                'symbol': 'CLK06',
+                'asset_type': 'future',
+                'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
+                'notice_date': pd.Timestamp('2006-03-20', tz='UTC'),
+                'expiration_date': pd.Timestamp('2006-04-20', tz='UTC')},
+            2: {
+                'symbol': 'CLQ06',
+                'root_symbol': 'CL',
+                'asset_type': 'future',
+                'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
+                'notice_date': pd.Timestamp('2006-06-20', tz='UTC'),
+                'expiration_date': pd.Timestamp('2006-07-20', tz='UTC')},
+            3: {
+                'symbol': 'CLX06',
+                'root_symbol': 'CL',
+                'asset_type': 'future',
+                'start_date': pd.Timestamp('2006-02-01', tz='UTC'),
+                'notice_date': pd.Timestamp('2006-09-20', tz='UTC'),
+                'expiration_date': pd.Timestamp('2006-10-20', tz='UTC')}
+        }
+
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(futures_data=metadata)
+        self.asset_finder = AssetFinder(trading.environment.engine)
 
     def test_len(self):
         """ Test the __len__ method of FutureChain.
diff --git a/tests/test_batchtransform.py b/tests/test_batchtransform.py
index 4ef711e3..806cfbe8 100644
--- a/tests/test_batchtransform.py
+++ b/tests/test_batchtransform.py
@@ -33,6 +33,7 @@ from zipline.test_algorithms import (BatchTransformAlgorithm,
                                      BatchTransformAlgorithmMinute,
                                      ReturnPriceBatchTransform)
 
+from zipline.finance import trading
 from zipline.algorithm import TradingAlgorithm
 from zipline.utils.tradingcalendar import trading_days
 from copy import deepcopy
@@ -106,6 +107,8 @@ class DifferentSidSource(DataSource):
 class TestChangeOfSids(TestCase):
     def setUp(self):
         self.sids = range(90)
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_identifiers=self.sids)
         self.sim_params = factory.create_simulation_parameters(
             start=datetime(1990, 1, 1, tzinfo=pytz.utc),
             end=datetime(1990, 1, 8, tzinfo=pytz.utc)
@@ -114,7 +117,6 @@ class TestChangeOfSids(TestCase):
     def test_all_sids_passed(self):
         algo = BatchTransformAlgorithmSetSid(
             sim_params=self.sim_params,
-            identifiers=[i for i in range(0, 90)]
         )
         source = DifferentSidSource()
         algo.run(source)
@@ -137,6 +139,8 @@ class TestBatchTransformMinutely(TestCase):
             start=start,
             end=end,
         )
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_identifiers=[0])
         self.sim_params.emission_rate = 'daily'
         self.sim_params.data_frequency = 'minute'
         self.source, self.df = \
@@ -164,12 +168,19 @@ class TestBatchTransformMinutely(TestCase):
 
 
 class TestBatchTransform(TestCase):
+
+    @classmethod
+    def setUpClass(cls):
+        cls.env = trading.TradingEnvironment()
+        cls.env.write_data(equities_identifiers=[0])
+
     def setUp(self):
         setup_logger(self)
         self.sim_params = factory.create_simulation_parameters(
             start=datetime(1990, 1, 1, tzinfo=pytz.utc),
             end=datetime(1990, 1, 8, tzinfo=pytz.utc)
         )
+        trading.environment = TestBatchTransform.env
         self.source, self.df = \
             factory.create_test_df_source(self.sim_params)
 
diff --git a/tests/test_blotter.py b/tests/test_blotter.py
index 89226339..ebd36498 100644
--- a/tests/test_blotter.py
+++ b/tests/test_blotter.py
@@ -17,6 +17,7 @@ import datetime
 from nose_parameterized import parameterized
 from unittest import TestCase
 
+from zipline.finance import trading
 from zipline.finance.blotter import Blotter, ORDER_STATUS
 from zipline.finance.trading import with_environment
 from zipline.finance.execution import (
@@ -35,10 +36,13 @@ from zipline.utils.test_utils import(
 
 class BlotterTestCase(TestCase):
 
-    @with_environment()
+    @classmethod
+    def setUpClass(cls):
+        cls.env = trading.TradingEnvironment()
+        cls.env.write_data(equities_identifiers=[24])
+
     def setUp(self, env=None):
         setup_logger(self)
-        env.write_data(equities_identifiers=[24])
 
     def tearDown(self):
         teardown_logger(self)
diff --git a/tests/test_events_through_risk.py b/tests/test_events_through_risk.py
index b8d8ee24..b67b4209 100644
--- a/tests/test_events_through_risk.py
+++ b/tests/test_events_through_risk.py
@@ -45,6 +45,9 @@ class TestEventsThroughRisk(unittest.TestCase):
 
     def test_daily_buy_and_hold(self):
 
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_identifiers=[1])
+
         start_date = datetime.datetime(
             year=2006,
             month=1,
@@ -68,7 +71,6 @@ class TestEventsThroughRisk(unittest.TestCase):
         )
 
         algo = BuyAndHoldAlgorithm(
-            identifiers=[1],
             sim_params=sim_params)
 
         first_date = datetime.datetime(2006, 1, 3, tzinfo=pytz.utc)
diff --git a/tests/test_examples.py b/tests/test_examples.py
index 5c93547b..fa43d52f 100644
--- a/tests/test_examples.py
+++ b/tests/test_examples.py
@@ -31,6 +31,8 @@ from zipline.utils import parse_args, run_pipeline
 # Otherwise the next line sometimes complains about being run too late.
 _multiprocess_can_split_ = False
 
+from zipline.finance import trading
+
 matplotlib.use('Agg')
 
 
@@ -45,6 +47,8 @@ class ExamplesTests(TestCase):
     @parameterized.expand(((os.path.basename(f).replace('.', '_'), f) for f in
                            glob.glob(os.path.join(example_dir(), '*.py'))))
     def test_example(self, name, example):
+        # Create a new trading environment for each test.
+        trading.environment = trading.TradingEnvironment()
         imp.load_source('__main__', os.path.basename(example), open(example))
 
     # Test algorithm as if scripts/run_algo.py is being used.
diff --git a/tests/test_finance.py b/tests/test_finance.py
index 05ba89b0..b9f831db 100644
--- a/tests/test_finance.py
+++ b/tests/test_finance.py
@@ -60,6 +60,8 @@ _multiprocess_can_split_ = False
 class FinanceTestCase(TestCase):
 
     def setUp(self):
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_identifiers=[1, 133])
         self.zipline_test_config = {
             'sid': 133,
         }
@@ -92,6 +94,7 @@ class FinanceTestCase(TestCase):
         # No transactions can be filled on the first trade, so
         # we have one extra trade to ensure all orders are filled.
         self.zipline_test_config['trade_count'] = 101
+        trading.environment = trading.TradingEnvironment()
         full_zipline = simfactory.create_test_zipline(
             **self.zipline_test_config)
         assert_single_position(self, full_zipline)
diff --git a/tests/test_history.py b/tests/test_history.py
index 5a515e23..2b77ac00 100644
--- a/tests/test_history.py
+++ b/tests/test_history.py
@@ -28,6 +28,7 @@ from zipline.history.history_container import HistoryContainer
 from zipline.protocol import BarData
 import zipline.utils.factory as factory
 from zipline import TradingAlgorithm
+from zipline.finance import trading
 from zipline.finance.trading import (
     SimulationParameters,
     TradingEnvironment,
@@ -404,6 +405,12 @@ class TestHistoryContainer(TestCase):
 
 
 class TestHistoryAlgo(TestCase):
+
+    @classmethod
+    def setUpClass(cls):
+        cls.env = trading.TradingEnvironment()
+        cls.env.write_data(equities_identifiers=[0, 1])
+
     def setUp(self):
         np.random.seed(123)
 
@@ -442,7 +449,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='daily',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         output = test_algo.run(source)
@@ -475,7 +483,8 @@ def handle_data(context, data):
             algo = TradingAlgorithm(
                 script=algo_text,
                 data_frequency='daily',
-                sim_params=sim_params
+                sim_params=sim_params,
+                env=TestHistoryAlgo.env,
             )
             source = RandomWalkSource(start=start, end=end)
             algo.run(source)
@@ -510,7 +519,7 @@ def handle_data(context, data):
             script=algo_text,
             data_frequency='minute',
             sim_params=sim_params,
-            identifiers=[0]
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -560,7 +569,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -616,7 +626,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -671,7 +682,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -716,7 +728,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -761,7 +774,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -806,7 +820,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -856,7 +871,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -915,7 +931,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start,
@@ -957,7 +974,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency=data_freq,
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
 
         source = RandomWalkSource(start=start, end=end, freq=data_freq)
@@ -1027,7 +1045,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
         test_algo.test_case = self
 
@@ -1076,7 +1095,8 @@ def handle_data(context, data):
         test_algo = TradingAlgorithm(
             script=algo_text,
             data_frequency='minute',
-            sim_params=sim_params
+            sim_params=sim_params,
+            env=TestHistoryAlgo.env,
         )
         test_algo.test_case = self
 
diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index c04dc57e..f4468ced 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -41,6 +41,7 @@ from zipline.finance.slippage import Transaction, create_transaction
 import zipline.utils.math_utils as zp_math
 
 from zipline.gens.composites import date_sorted_sources
+from zipline.finance import trading
 from zipline.finance.trading import SimulationParameters
 from zipline.finance.blotter import Order
 from zipline.finance.commission import PerShare, PerTrade, PerDollar
@@ -261,7 +262,7 @@ class TestSplitPerformance(unittest.TestCase):
     def setUp(self):
         self.sim_params, self.dt, self.end_dt = \
             create_random_simulation_parameters()
-
+        trading.environment.write_data(equities_identifiers=[1])
         # start with $10,000
         self.sim_params.capital_base = 10e3
 
@@ -362,6 +363,8 @@ class TestCommissionEvents(unittest.TestCase):
         self.sim_params, self.dt, self.end_dt = \
             create_random_simulation_parameters()
 
+        trading.environment.write_data(equities_identifiers=[0, 1, 133])
+
         logger.info("sim_params: %s, dt: %s, end_dt: %s" %
                     (self.sim_params, self.dt, self.end_dt))
 
@@ -502,7 +505,7 @@ class TestDividendPerformance(unittest.TestCase):
 
         self.sim_params, self.dt, self.end_dt = \
             create_random_simulation_parameters()
-
+        trading.environment.write_data(equities_identifiers=[1, 2])
         self.sim_params.capital_base = 10e3
 
         self.benchmark_events = benchmark_events_in_range(self.sim_params)
@@ -937,6 +940,7 @@ class TestPositionPerformance(unittest.TestCase):
         self.sim_params, self.dt, self.end_dt = \
             create_random_simulation_parameters()
 
+        trading.environment.write_data(equities_identifiers=[1, 2])
         self.benchmark_events = benchmark_events_in_range(self.sim_params)
 
     def test_long_short_positions(self):
@@ -1689,6 +1693,10 @@ shares in position"
 
 class TestPerformanceTracker(unittest.TestCase):
 
+    def setUp(self):
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_identifiers=[133, 134])
+
     NumDaysToDelete = collections.namedtuple(
         'NumDaysToDelete', ('start', 'middle', 'end'))
 
@@ -1726,6 +1734,8 @@ class TestPerformanceTracker(unittest.TestCase):
         # 12 13 14 15 16 17 18
         # 19 20 21 22 23 24 25
         # 26 27 28 29 30 31
+        trading.environment = trading.TradingEnvironment()
+        trading.environment.write_data(equities_identifiers=[133, 134])
         start_dt = datetime(year=2008,
                             month=10,
                             day=9,
@@ -2097,8 +2107,9 @@ class TestPosition(unittest.TestCase):
 
 
 class TestPositionTracker(unittest.TestCase):
+
     def setUp(self):
-        pass
+        trading.environment = trading.TradingEnvironment()
 
     def test_empty_positions(self):
         """
@@ -2127,13 +2138,12 @@ class TestPositionTracker(unittest.TestCase):
             self.assertEquals(val, 0)
             self.assertNotIsInstance(val, (bool, np.bool_))
 
-    @with_environment()
     def test_update_last_sale(self, env=None):
-        metadata = {1: {'asset_type': 'equity'},
-                    2: {'asset_type': 'future',
-                        'contract_multiplier': 1000}}
-        asset_finder = AssetFinder()
-        env.write_data(equities_data=metadata)
+        equities_metadata = {1: {'asset_type': 'equity'}}
+        futures_metadata = {2: {'asset_type': 'future',
+                                'contract_multiplier': 1000}}
+        trading.environment.write_data(equities_data=equities_metadata,
+                                       futures_data=futures_metadata)
         pt = perf.PositionTracker()
         dt = pd.Timestamp("1984/03/06 3:00PM")
         pos1 = perf.Position(1, amount=np.float64(100.0),
@@ -2153,15 +2163,15 @@ class TestPositionTracker(unittest.TestCase):
         self.assertEqual(0, pt.update_last_sale(event1))
         self.assertEqual(100000, pt.update_last_sale(event2))
 
-    @with_environment()
     def test_position_values_and_exposures(self, env=None):
-        metadata = {1: {'asset_type': 'equity'},
-                    2: {'asset_type': 'equity'},
-                    3: {'asset_type': 'future',
-                        'contract_multiplier': 1000},
-                    4: {'asset_type': 'future',
-                        'contract_multiplier': 1000}}
-        env.write_data(equities_data=metadata)
+        equities_metadata = {1: {'asset_type': 'equity'},
+                             2: {'asset_type': 'equity'}}
+        futures_metadata = {3: {'asset_type': 'future',
+                                'contract_multiplier': 1000},
+                            4: {'asset_type': 'future',
+                                'contract_multiplier': 1000}}
+        trading.environment.write_data(equities_data=equities_metadata,
+                                       futures_data=futures_metadata)
         pt = perf.PositionTracker()
         dt = pd.Timestamp("1984/03/06 3:00PM")
         pos1 = perf.Position(1, amount=np.float64(10.0),
@@ -2190,12 +2200,11 @@ class TestPositionTracker(unittest.TestCase):
         self.assertEqual(100 + 200 + 300000 + 400000, pt._gross_exposure())
         self.assertEqual(100 - 200 + 300000 - 400000, pt._net_exposure())
 
-    @with_environment()
     def test_serialization(self, env=None):
         metadata = {1: {'asset_type': 'equity'},
                     2: {'asset_type': 'future',
                         'contract_multiplier': 1000}}
-        env.write_data(equities_data=metadata)
+        trading.environment.write_data(equities_data=metadata)
         pt = perf.PositionTracker()
         dt = pd.Timestamp("1984/03/06 3:00PM")
         pos1 = perf.Position(1, amount=np.float64(120.0),
diff --git a/tests/test_security_list.py b/tests/test_security_list.py
index 00b6a08a..4fb354db 100644
--- a/tests/test_security_list.py
+++ b/tests/test_security_list.py
@@ -6,9 +6,10 @@ from unittest import TestCase
 from zipline.algorithm import TradingAlgorithm
 from zipline.errors import TradingControlViolation
 from zipline.sources import SpecificEquityTrades
+from zipline.finance import trading
 from zipline.finance.trading import with_environment
 from zipline.utils.test_utils import (
-    setup_logger, teardown_logger, security_list_copy, add_security_data)
+    setup_logger, teardown_logger, security_list_copy, add_security_data,)
 from zipline.utils import factory
 from zipline.utils.security_list import (
     SecurityListSet, load_from_directory)
@@ -59,26 +60,24 @@ class IterateRLAlgo(TradingAlgorithm):
 
 class SecurityListTestCase(TestCase):
 
-    @with_environment()
     def setUp(self, env=None):
+
         self.extra_knowledge_date = \
             datetime(2015, 1, 27, 0, 0, tzinfo=pytz.utc)
         self.trading_day_before_first_kd = datetime(
             2015, 1, 23, 0, 0, tzinfo=pytz.utc)
 
-        env.write_data(
-            equities_identifiers=["BZQ", "URTY", "JFT", "AAPL", "GOOG"]
-        )
-
         setup_logger(self)
 
+        trading.environment = trading.TradingEnvironment()
+
     def tearDown(self):
         teardown_logger(self)
 
     def test_iterate_over_rl(self):
         sim_params = factory.create_simulation_parameters(
             start=list(LEVERAGED_ETFS.keys())[0], num_days=4)
-
+        trading.environment.write_data(equities_identifiers=['BZQ'])
         trade_history = factory.create_trade_history(
             'BZQ',
             [10.0, 10.0, 11.0, 11.0],
@@ -99,6 +98,9 @@ class SecurityListTestCase(TestCase):
         def get_datetime():
             return list(LEVERAGED_ETFS.keys())[0]
 
+        env.write_data(equities_identifiers=['AAPL', 'GOOG', 'BZQ',
+                                             'URTY', 'JFT'])
+
         rl = SecurityListSet(get_datetime)
         # assert that a sample from the leveraged list are in restricted
         should_exist = [
@@ -128,6 +130,8 @@ class SecurityListTestCase(TestCase):
             return datetime(2015, 1, 27, tzinfo=pytz.utc)
         with security_list_copy():
             add_security_data(['AAPL', 'GOOG'], [])
+            env.write_data(equities_identifiers=['AAPL', 'GOOG',
+                                                 'BZQ', 'URTY'])
             rl = SecurityListSet(get_datetime)
             should_exist = [
                 asset.sid for asset in
@@ -143,7 +147,8 @@ class SecurityListTestCase(TestCase):
         with security_list_copy():
             def get_datetime():
                 return datetime(2015, 1, 27, tzinfo=pytz.utc)
-            add_security_data([], ['BZQ', 'URTY'])
+            trading.environment.write_data(equities_identifiers=['BZQ',
+                                                                 'URTY'])
             rl = SecurityListSet(get_datetime)
             self.assertNotIn("BZQ", rl.leveraged_etf_list)
             self.assertNotIn("URTY", rl.leveraged_etf_list)
@@ -151,7 +156,7 @@ class SecurityListTestCase(TestCase):
     def test_algo_without_rl_violation_via_check(self):
         sim_params = factory.create_simulation_parameters(
             start=list(LEVERAGED_ETFS.keys())[0], num_days=4)
-
+        trading.environment.write_data(equities_identifiers=['BZQ'])
         trade_history = factory.create_trade_history(
             'BZQ',
             [10.0, 10.0, 11.0, 11.0],
@@ -167,7 +172,7 @@ class SecurityListTestCase(TestCase):
     def test_algo_without_rl_violation(self):
         sim_params = factory.create_simulation_parameters(
             start=list(LEVERAGED_ETFS.keys())[0], num_days=4)
-
+        trading.environment.write_data(equities_identifiers=['AAPL'])
         trade_history = factory.create_trade_history(
             'AAPL',
             [10.0, 10.0, 11.0, 11.0],
@@ -182,7 +187,7 @@ class SecurityListTestCase(TestCase):
     def test_algo_with_rl_violation(self):
         sim_params = factory.create_simulation_parameters(
             start=list(LEVERAGED_ETFS.keys())[0], num_days=4)
-
+        trading.environment.write_data(equities_identifiers=['BZQ', 'JFT'])
         trade_history = factory.create_trade_history(
             'BZQ',
             [10.0, 10.0, 11.0, 11.0],
@@ -199,7 +204,6 @@ class SecurityListTestCase(TestCase):
         self.check_algo_exception(algo, ctx, 0)
 
         # repeat with a symbol from a different lookup date
-
         trade_history = factory.create_trade_history(
             'JFT',
             [10.0, 10.0, 11.0, 11.0],
@@ -219,7 +223,7 @@ class SecurityListTestCase(TestCase):
         sim_params = factory.create_simulation_parameters(
             start=list(
                 LEVERAGED_ETFS.keys())[0] + timedelta(days=7), num_days=5)
-
+        trading.environment.write_data(equities_identifiers=['BZQ'])
         trade_history = factory.create_trade_history(
             'BZQ',
             [10.0, 10.0, 11.0, 11.0],
@@ -253,6 +257,7 @@ class SecurityListTestCase(TestCase):
                 timedelta(days=1),
                 sim_params
             )
+            trading.environment.write_data(equities_identifiers=['BZQ'])
             self.source = SpecificEquityTrades(event_list=trade_history)
             algo = RestrictedAlgoWithoutCheck(
                 symbol='BZQ', sim_params=sim_params)
@@ -266,9 +271,10 @@ class SecurityListTestCase(TestCase):
             # add a delete statement removing bzq
             # write a new delete statement file to disk
             add_security_data([], ['BZQ'])
-
             sim_params = factory.create_simulation_parameters(
                 start=self.extra_knowledge_date, num_days=3)
+            trading.environment.write_data(equities_identifiers=['BZQ'])
+
             trade_history = factory.create_trade_history(
                 'BZQ',
                 [10.0, 10.0, 11.0, 11.0],
@@ -287,6 +293,7 @@ class SecurityListTestCase(TestCase):
             add_security_data(['AAPL'], [])
             sim_params = factory.create_simulation_parameters(
                 start=self.trading_day_before_first_kd, num_days=4)
+            trading.environment.write_data(equities_identifiers=['AAPL'])
             trade_history = factory.create_trade_history(
                 'AAPL',
                 [10.0, 10.0, 11.0, 11.0],
diff --git a/tests/test_sources.py b/tests/test_sources.py
index 3c330b3b..f4dd8114 100644
--- a/tests/test_sources.py
+++ b/tests/test_sources.py
@@ -12,9 +12,10 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
+import numpy as np
 import pandas as pd
 import pytz
-import numpy as np
+
 
 from six import integer_types
 
@@ -26,6 +27,7 @@ from zipline.sources import (DataFrameSource,
                              RandomWalkSource)
 from zipline.utils import tradingcalendar as calendar_nyse
 from zipline.assets import AssetFinder
+from zipline.finance import trading
 
 
 class TestDataFrameSource(TestCase):
@@ -63,15 +65,16 @@ class TestDataFrameSource(TestCase):
             self.assertTrue(isinstance(event['arbitrary'], float))
 
     def test_yahoo_bars_to_panel_source(self):
-        finder = AssetFinder()
+        trading.environment = trading.TradingEnvironment()
+        finder = AssetFinder(trading.environment.engine)
         stocks = ['AAPL', 'GE']
+        trading.environment.write_data(equities_identifiers=stocks)
         start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc)
         end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)
         data = factory.load_bars_from_yahoo(stocks=stocks,
                                             indexes={},
                                             start=start,
                                             end=end)
-
         check_fields = ['sid', 'open', 'high', 'low', 'close',
                         'volume', 'price']
 
diff --git a/tests/test_transforms.py b/tests/test_transforms.py
index cedd2106..4d882d22 100644
--- a/tests/test_transforms.py
+++ b/tests/test_transforms.py
@@ -25,6 +25,7 @@ from unittest import TestCase
 import numpy as np
 from numpy.testing import assert_allclose
 
+from zipline.finance.trading import TradingEnvironment
 from zipline.algorithm import TradingAlgorithm
 import zipline.utils.factory as factory
 from zipline.api import add_transform, get_datetime
@@ -102,7 +103,6 @@ def with_algo(f):
             initialize=initialize_with(self, tfm_name, days),
             handle_data=handle_data_wrapper(f),
             sim_params=sim_params,
-            identifiers=[1, 2, 3]
         )
         algo.run(source)
 
@@ -117,7 +117,6 @@ class TransformTestCase(TestCase):
     def setUpClass(cls):
         random.seed(0)
         cls.sids = (1, 2, 3)
-
         minute_sim_ps = factory.create_simulation_parameters(
             num_days=3,
             data_frequency='minute',
@@ -128,6 +127,8 @@ class TransformTestCase(TestCase):
             data_frequency='daily',
             emission_rate='daily',
         )
+        cls.env = TradingEnvironment.instance()
+        cls.env.write_data(equities_identifiers=[1, 2, 3])
         cls.sim_and_source = {
             'minute': (minute_sim_ps, factory.create_minutely_trade_source(
                 cls.sids,