diff --git a/zipline/transforms/batch_transform.py b/zipline/transforms/batch_transform.py
index 7d5f9d6b..40b7074b 100644
--- a/zipline/transforms/batch_transform.py
+++ b/zipline/transforms/batch_transform.py
@@ -32,14 +32,9 @@ from six import (
     iteritems
 )
 
+from zipline.utils.algo_instance import get_algo_instance
 from zipline.utils.data import MutableIndexRollingPanel
 from zipline.protocol import Event
-from zipline.finance.trading import TradingEnvironment
-
-# HACK the BatchTransform module stores a trading environment to be used by
-# the transforms
-# TODO remove this hack, if not this whole module
-_batch_transform_env = TradingEnvironment()
 
 log = logbook.Logger('BatchTransform')
 func_map = {'open_price': 'first',
@@ -71,8 +66,9 @@ def downsample_panel(minute_rp, daily_rp, mkt_close):
     cur_panel = minute_rp.get_current()
     sids = minute_rp.minor_axis
     day_frame = pd.DataFrame(columns=sids, index=cur_panel.items)
-    dt1 = _batch_transform_env.normalize_date(mkt_close)
-    dt2 = _batch_transform_env.next_trading_day(mkt_close)
+    env = get_algo_instance().trading_environment
+    dt1 = env.normalize_date(mkt_close)
+    dt2 = env.next_trading_day(mkt_close)
     by_close = functools.partial(get_date, mkt_close, dt1, dt2)
     for item in minute_rp.items:
         frame = cur_panel[item]
@@ -337,11 +333,12 @@ class BatchTransform(object):
         # we may get events from non-trading sources which occurr on
         # non-trading days. The book-keeping for market close and
         # trading day counting should only consider trading days.
-        if _batch_transform_env.is_trading_day(event.dt):
-            _, mkt_close = _batch_transform_env.get_open_and_close(event.dt)
+        env = get_algo_instance().trading_environment
+        if env.is_trading_day(event.dt):
+            _, mkt_close = env.get_open_and_close(event.dt)
             if self.bars == 'daily':
                 # Daily bars have their dt set to midnight.
-                mkt_close = _batch_transform_env.normalize_date(mkt_close)
+                mkt_close = env.normalize_date(mkt_close)
             if event.dt == mkt_close:
                 if self.downsample:
                     downsample_panel(self.rolling_panel,