diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py
index cb900afb..4101f48b 100644
--- a/tests/test_algorithm.py
+++ b/tests/test_algorithm.py
@@ -1290,6 +1290,7 @@ class TestAccountControls(TestCase):
         algo = SetMaxLeverageAlgorithm(1)
         self.check_algo_succeeds(algo, handle_data)
 
+
 class TestClosePosAlgo(TestCase):
 
     def setUp(self):
diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py
index fdfd91e7..1b8b21e2 100644
--- a/zipline/finance/performance/tracker.py
+++ b/zipline/finance/performance/tracker.py
@@ -337,6 +337,11 @@ class PerformanceTracker(object):
         self.all_benchmark_returns[midnight] = event.returns
 
     def process_close_position(self, event):
+
+        # CLOSE_POSITION events contain prices that must be handled as a final
+        # trade event
+        self.process_trade(event)
+
         txn = self.position_tracker.create_close_position_transaction(event)
         if txn:
             self.process_transaction(txn)
diff --git a/zipline/sources/simulated.py b/zipline/sources/simulated.py
index 45a91ed9..d0a9c63d 100644
--- a/zipline/sources/simulated.py
+++ b/zipline/sources/simulated.py
@@ -23,7 +23,7 @@ import pandas as pd
 from zipline.sources.data_source import DataSource
 from zipline.utils import tradingcalendar as calendar_nyse
 from zipline.gens.utils import hash_args
-from zipline.finance import trading
+from zipline.finance.trading import TradingEnvironment
 
 
 class RandomWalkSource(DataSource):
@@ -93,7 +93,9 @@ class RandomWalkSource(DataSource):
         self.sd = sd
 
         self.sids = self.start_prices.keys()
-        trading.environment.update_asset_finder(identifiers=self.sids)
+        TradingEnvironment.instance().update_asset_finder(
+            identifiers=self.sids
+        )
 
         self.open_and_closes = \
             calendar.open_and_closes[self.start:self.end]