docstr: Ensure that we can run an algo with pipeline beyond the max date
  of the daily bars.
docstr_tok: ["Ensure","that","we","can","run","an","algo","with","pipeline","beyond","the","max","date","of","the","daily","bars","."]
code: def test_pipeline_beyond_daily_bars(self):
      """
      Ensure that we can run an algo with pipeline beyond the max date
      of the daily bars.
      """
  
      # For ensuring we call before_trading_start.
      count = [0]
  
      current_day = self.trading_calendar.next_session_label(
          self.pipeline_loader.raw_price_reader.last_available_dt,
      )
  
      def initialize(context):
          pipeline = attach_pipeline(Pipeline(), "test")
  
          vwap = VWAP(window_length=10)
          pipeline.add(vwap, "vwap")
  
          # Nothing should have prices less than 0.
          pipeline.set_screen(vwap < 0)
  
      def handle_data(context, data):
          pass
  
      def before_trading_start(context, data):
          context.results = pipeline_output("test")
          self.assertTrue(context.results.empty)
          count[0] += 1
  
      self.run_algorithm(
          initialize=initialize,
          handle_data=handle_data,
          before_trading_start=before_trading_start,
          sim_params=SimulationParameters(
              start_session=self.dates[0],
              end_session=current_day,
              data_frequency="daily",
              emission_rate="daily",
              trading_calendar=self.trading_calendar,
          ),
      )
  
      self.assertTrue(count[0] > 0)
  
imports: from os.path import dirname, join, realpath
  from nose_parameterized import parameterized
  import numpy
  from numpy import array, arange, full_like, float64, nan, uint32
  from numpy.testing import assert_almost_equal
  import pandas
  from pandas import concat, DataFrame, date_range, read_csv, Series, Timestamp
  from six import iteritems, itervalues
  from trading_calendars import get_calendar
  from zipline.api import attach_pipeline, pipeline_output, get_datetime
  from zipline.errors import AttachPipelineAfterInitialize, PipelineOutputDuringInitialize, NoSuchPipeline, DuplicatePipelineName
  from zipline.finance.trading import SimulationParameters
  from zipline.lib.adjustment import MULTIPLY
  from zipline.pipeline import Pipeline, CustomFactor
  from zipline.pipeline.factors import VWAP
  from zipline.pipeline.data import USEquityPricing
  from zipline.pipeline.loaders.frame import DataFrameLoader
  from zipline.pipeline.loaders.equity_pricing_loader import USEquityPricingLoader
  from zipline.testing import str_to_seconds
  from zipline.testing import create_empty_splits_mergers_frame
  from zipline.testing.fixtures import WithMakeAlgo, WithAdjustmentReader, WithBcolzEquityDailyBarReaderFromCSVs, ZiplineTestCase
  from zipline.utils.pandas_utils import normalize_date
label_desc: Use image node_id 10 for calling the PipelineAlgorithmTestCase obj's underlying member method code with example usage: obj.test_pipeline_beyond_daily_bars() without return types