diff --git a/etc/requirements.txt b/etc/requirements.txt
index 5c189006..81cd4320 100644
--- a/etc/requirements.txt
+++ b/etc/requirements.txt
@@ -31,3 +31,5 @@ cyordereddict==0.2.2
 
 # faster array ops.
 bottleneck==1.0.0
+
+contextlib2==0.4.0
diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 5307cbee..0a8b5e2e 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -510,15 +510,14 @@ class TradingAlgorithm(object):
                 self.sim_params.data_frequency,
             )
 
-        with ZiplineAPI(self):
-            # loop through simulated_trading, each iteration returns a
-            # perf dictionary
-            perfs = []
-            for perf in self.gen:
-                perfs.append(perf)
+        # loop through simulated_trading, each iteration returns a
+        # perf dictionary
+        perfs = []
+        for perf in self.gen:
+            perfs.append(perf)
 
-            # convert perf dict to pandas dataframe
-            daily_stats = self._create_daily_stats(perfs)
+        # convert perf dict to pandas dataframe
+        daily_stats = self._create_daily_stats(perfs)
 
         self.analyze(daily_stats)
 
diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py
index 9f926ac4..54bb575c 100644
--- a/zipline/gens/tradesimulation.py
+++ b/zipline/gens/tradesimulation.py
@@ -13,9 +13,13 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
+from contextlib2 import ExitStack
+
 from logbook import Logger, Processor
 from pandas.tslib import normalize_date
 
+from zipline.utils.api_support import ZiplineAPI
+
 from zipline.finance import trading
 from zipline.protocol import (
     BarData,
@@ -81,7 +85,11 @@ class AlgorithmSimulator(object):
 
         # inject the current algo
         # snapshot time to any log record generated.
-        with self.processor.threadbound():
+
+        with ExitStack() as stack:
+            stack.enter_context(self.processor.threadbound())
+            stack.enter_context(ZiplineAPI(self.algo))
+
             data_frequency = self.sim_params.data_frequency
 
             self._call_before_trading_start(mkt_open)