diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py
index a63830a4..1819e410 100644
--- a/tests/test_algorithm.py
+++ b/tests/test_algorithm.py
@@ -1357,6 +1357,7 @@ class TestAlgoScript(WithLogger,
                      ZiplineTestCase):
     START_DATE = pd.Timestamp('2006-01-03', tz='utc')
     END_DATE = pd.Timestamp('2006-12-31', tz='utc')
+    DATA_PORTAL_USE_MINUTE_DATA = False
     BCOLZ_DAILY_BAR_LOOKBACK_DAYS = 5  # max history window length
 
     ARG_TYPE_TEST_CASES = (
diff --git a/tests/test_history.py b/tests/test_history.py
index d76aea0c..4546d3d4 100644
--- a/tests/test_history.py
+++ b/tests/test_history.py
@@ -487,17 +487,17 @@ class MinuteEquityHistoryTestCase(WithHistory, ZiplineTestCase):
         # the thousands place.
         data[cls.MERGER_ASSET_SID] = data[cls.SPLIT_ASSET_SID] = pd.concat((
             create_minute_df_for_asset(
-                cls.env,
+                cls.trading_schedule,
                 pd.Timestamp('2015-01-05', tz='UTC'),
                 pd.Timestamp('2015-01-05', tz='UTC'),
                 start_val=8000),
             create_minute_df_for_asset(
-                cls.env,
+                cls.trading_schedule,
                 pd.Timestamp('2015-01-06', tz='UTC'),
                 pd.Timestamp('2015-01-06', tz='UTC'),
                 start_val=2000),
             create_minute_df_for_asset(
-                cls.env,
+                cls.trading_schedule,
                 pd.Timestamp('2015-01-07', tz='UTC'),
                 pd.Timestamp('2015-01-07', tz='UTC'),
                 start_val=1000),
diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 5ea3324a..9c135bc1 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -637,7 +637,7 @@ class TradingAlgorithm(object):
                     )
                 )
                 equity_daily_reader = PanelDailyBarReader(
-                    self.trading_environment.trading_days,
+                    self.trading_schedule.all_execution_days,
                     copy_panel,
                 )
                 self.data_portal = DataPortal(
diff --git a/zipline/testing/fixtures.py b/zipline/testing/fixtures.py
index e4b5ebb0..fc729acb 100644
--- a/zipline/testing/fixtures.py
+++ b/zipline/testing/fixtures.py
@@ -663,9 +663,9 @@ class WithBcolzDailyBarReader(WithTradingEnvironment, WithTmpDir):
             # source from minute logic.
             'volume': 'last'
         }
-        mm = cls.env.market_minutes
-        m_opens = cls.env.open_and_closes.market_open
-        m_closes = cls.env.open_and_closes.market_close
+        mm = cls.trading_schedule.all_execution_minutes
+        m_opens = cls.trading_schedule.schedule.market_open
+        m_closes = cls.trading_schedule.schedule.market_close
 
         for asset in assets:
             first_minute = m_opens.loc[asset.start_date]