diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py
index 1819e410..75e1c635 100644
--- a/tests/test_algorithm.py
+++ b/tests/test_algorithm.py
@@ -1399,8 +1399,7 @@ class TestAlgoScript(WithLogger,
 
     @classmethod
     def make_daily_bar_data(cls):
-        days = len(cls.trading_schedule.execution_days_in_range(cls.START_DATE,
-                                                                cls.END_DATE))
+        days = len(cls.bcolz_daily_bar_days)
         return trades_by_sid_to_dfs(
             {
                 0: factory.create_trade_history(
@@ -1418,7 +1417,7 @@ class TestAlgoScript(WithLogger,
                     cls.sim_params,
                     cls.trading_schedule)
             },
-            index=cls.sim_params.trading_days,
+            index=cls.bcolz_daily_bar_days,
         )
 
     def test_noop(self):
diff --git a/tests/test_history.py b/tests/test_history.py
index 4546d3d4..337e53fc 100644
--- a/tests/test_history.py
+++ b/tests/test_history.py
@@ -470,9 +470,9 @@ class MinuteEquityHistoryTestCase(WithHistory, ZiplineTestCase):
 
         asset2 = cls.asset_finder.retrieve_asset(2)
         data[asset2.sid] = create_minute_df_for_asset(
-            cls.env,
+            cls.trading_schedule,
             asset2.start_date,
-            cls.env.previous_trading_day(asset2.end_date),
+            cls.trading_schedule.previous_execution_day(asset2.end_date),
             start_val=2,
             minute_blacklist=[
                 pd.Timestamp('2015-01-08 14:31', tz='UTC'),