code: def generate_minute_test_data(
      first_day,
      last_day,
      starting_open,
      starting_volume,
      multipliers_list,
      path,
  ):
      """
      Utility method to generate fake minute-level CSV data.
      :param first_day: first trading day
      :param last_day: last trading day
      :param starting_open: first open value, raw value.
      :param starting_volume: first volume value, raw value.
      :param multipliers_list: ordered list of pd.Timestamp -> float, one per day
              in the range
      :param path: path to save the CSV
      :return: None
      """
  
      full_minutes = BcolzMinuteBarWriter.full_minutes_for_days(
          first_day, last_day
      )
      minutes_count = len(full_minutes)
  
      minutes = TradingEnvironment.instance().minutes_for_days_in_range(
          first_day, last_day
      )
  
      o = np.zeros(minutes_count, dtype=np.uint32)
      h = np.zeros(minutes_count, dtype=np.uint32)
      l = np.zeros(minutes_count, dtype=np.uint32)
      c = np.zeros(minutes_count, dtype=np.uint32)
      v = np.zeros(minutes_count, dtype=np.uint32)
  
      last_open = starting_open * 1000
      last_volume = starting_volume
  
      for minute in minutes:
          # ugly, but works
          idx = full_minutes.searchsorted(minute)
  
          new_open = last_open + round((random.random() * 5), 2)
  
          o[idx] = new_open
          h[idx] = new_open + round((random.random() * 10000), 2)
          l[idx] = new_open - round((random.random() * 10000), 2)
          c[idx] = (h[idx] + l[idx]) / 2
          v[idx] = int(last_volume + (random.randrange(-10, 10) * 1e4))
  
          last_open = o[idx]
          last_volume = v[idx]
  
      # now deal with multipliers
      if len(multipliers_list) > 0:
          for idx, multiplier_info in enumerate(multipliers_list):
              start_idx = idx * 390
              end_idx = start_idx + 390
  
              # dividing by the multipler because we're going backwards
              # and generating the original data that will then be adjusted.
              o[start_idx:end_idx] /= multiplier_info[1]
              h[start_idx:end_idx] /= multiplier_info[1]
              l[start_idx:end_idx] /= multiplier_info[1]
              c[start_idx:end_idx] /= multiplier_info[1]
              v[start_idx:end_idx] *= multiplier_info[1]
  
      df = pd.DataFrame(
          {"open": o, "high": h, "low": l, "close": c, "volume": v},
          columns=["open", "high", "low", "close", "volume"],
          index=minutes,
      )
  
      df.to_csv(path, index_label="minute")
  
imports: import random
  import numpy
  import pandas
  from catalyst.finance.trading import TradingEnvironment
  from catalyst.data.us_equity_minutes import BcolzMinuteBarWriter
label_desc: Use image node_id 2 for calling a global function with example usage: generate_minute_test_data(first_day, last_day, starting_open, starting_volume, multipliers_list, path) without return types