diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py
index 4101f48b..71acfe1f 100644
--- a/tests/test_algorithm.py
+++ b/tests/test_algorithm.py
@@ -96,7 +96,6 @@ from zipline.finance.trading import SimulationParameters
 from zipline.utils.api_support import set_algo_instance
 from zipline.utils.events import DateRuleFactory, TimeRuleFactory
 from zipline.algorithm import TradingAlgorithm
-from zipline.finance import trading
 from zipline.protocol import DATASOURCE_TYPE
 from zipline.finance.trading import TradingEnvironment
 from zipline.finance.commission import PerShare
@@ -1294,46 +1293,62 @@ class TestAccountControls(TestCase):
 class TestClosePosAlgo(TestCase):
 
     def setUp(self):
-        days = TradingEnvironment().trading_days
-        self.index = [days[0], days[1], days[2]]
-        pan = pd.Panel({1: pd.DataFrame({
+        self.days = TradingEnvironment().trading_days
+        self.index = [self.days[0], self.days[1], self.days[2]]
+        self.panel = pd.Panel({1: pd.DataFrame({
             'price': [1, 2, 4], 'volume': [1e9, 0, 0],
             'type': [DATASOURCE_TYPE.TRADE,
                      DATASOURCE_TYPE.TRADE,
                      DATASOURCE_TYPE.CLOSE_POSITION]},
             index=self.index)
         })
-        self.data = DataPanelSource(pan)
 
+    def test_close_position_equity(self):
         metadata = {1: {'symbol': 'TEST',
-                        'asset_type': 'future',
-                        'notice_date': days[2],
-                        'expiration_date': days[3]}}
+                        'asset_type': 'equity',
+                        'end_date': self.days[3]}}
         self.algo = TestAlgorithm(sid=1, amount=1, order_count=1,
                                   instant_fill=True, commission=PerShare(0),
                                   asset_metadata=metadata)
-        self.results = self.run_algo()
-        self.expected_positions = [1, 1, 0]
-        self.expected_pnl = [0, 1, 2]
+        self.data = DataPanelSource(self.panel)
+
+        # Check results
+        expected_positions = [1, 1, 0]
+        expected_pnl = [0, 1, 2]
+        results = self.run_algo()
+        self.check_algo_pnl(results, expected_pnl)
+        self.check_algo_positions(results, expected_positions)
+
+    def test_close_position_future(self):
+        metadata = {1: {'symbol': 'TEST',
+                        'asset_type': 'future',
+                        'notice_date': self.days[2],
+                        'expiration_date': self.days[3]}}
+        self.algo = TestAlgorithm(sid=1, amount=1, order_count=1,
+                                  instant_fill=True, commission=PerShare(0),
+                                  asset_metadata=metadata)
+        self.data = DataPanelSource(self.panel)
+
+        # Check results
+        expected_positions = [1, 1, 0]
+        expected_pnl = [0, 1, 2]
+        results = self.run_algo()
+        self.check_algo_pnl(results, expected_pnl)
+        self.check_algo_positions(results, expected_positions)
 
     def run_algo(self):
         results = self.algo.run(self.data)
         return results
 
-    def test_algo_pnl(self):
-        for i, pnl in enumerate(self.results.pnl):
-            self.assertEqual(pnl, self.expected_pnl[i])
+    def check_algo_pnl(self, results, expected_pnl):
+        for i, pnl in enumerate(results.pnl):
+            self.assertEqual(pnl, expected_pnl[i])
 
-    def test_algo_positions(self):
-        for i, amount in enumerate(self.results.positions):
+    def check_algo_positions(self, results, expected_positions):
+        for i, amount in enumerate(results.positions):
             if amount:
                 actual_position = amount[0]['amount']
             else:
                 actual_position = 0
 
-            self.assertEqual(actual_position, self.expected_positions[i])
-
-    def tearDown(self):
-        pass
-        self.algo = None
-        trading.environment = None
+            self.assertEqual(actual_position, expected_positions[i])