diff --git a/tests/test_serialization.py b/tests/test_serialization.py
index <HASH>..<HASH> 100644
--- a/tests/test_serialization.py
+++ b/tests/test_serialization.py
@@ -15,6 +15,7 @@
 
 from nose_parameterized import parameterized
 from unittest import TestCase
+from zipline.finance.trading import TradingEnvironment
 
 from .serialization_cases import (
     object_serialization_cases,
@@ -36,6 +37,9 @@ def gather_bad_dicts(state):
 
 
 class SerializationTestCase(TestCase):
+    @classmethod
+    def setUpClass(cls):
+        cls.env = TradingEnvironment.instance()
 
     @parameterized.expand(object_serialization_cases())
     def test_object_serialization(self,
TEST: Object serialization test requires a trading environment

The object serialization test case requires a trading environment
because risk report generation requires treasury curves.