code: def _test_daily_after_asset_stopped(self):
      # SHORT_ASSET trades on 1/5, 1/6, that's it.
  
      days = self.trading_calendar.sessions_in_range(
          pd.Timestamp("2015-01-07", tz="UTC"),
          pd.Timestamp("2015-01-08", tz="UTC"),
      )
  
      # days has 1/7, 1/8
      for idx, day in enumerate(days):
          bar_data = self.create_bardata(
              simulation_dt_func=lambda: day,
          )
          check_internal_consistency(
              bar_data, self.SHORT_ASSET, ALL_FIELDS, 2, "1d"
          )
  
          for field in ALL_FIELDS:
              asset_series = bar_data.history(
                  self.SHORT_ASSET, field, 2, "1d"
              )
  
              if idx == 0:
                  # one value, then one NaN.  base value for 1/6 is 3.
                  if field in OHLCP:
                      self.assertEqual(
                          3 + MINUTE_FIELD_INFO[field],
                          asset_series.iloc[0],
                      )
  
                      self.assertTrue(np.isnan(asset_series.iloc[1]))
                  elif field == "volume":
                      self.assertEqual(300, asset_series.iloc[0])
                      self.assertEqual(0, asset_series.iloc[1])
              else:
                  # both NaNs
                  if field in OHLCP:
                      self.assertTrue(np.isnan(asset_series.iloc[0]))
                      self.assertTrue(np.isnan(asset_series.iloc[1]))
                  elif field == "volume":
                      self.assertEqual(0, asset_series.iloc[0])
                      self.assertEqual(0, asset_series.iloc[1])
  
imports: from textwrap import dedent
  from nose_parameterized import parameterized
  import numpy
  from numpy import nan
  import pandas
  from six import iteritems
  from catalyst import TradingAlgorithm
  from catalyst._protocol import handle_non_market_minutes, BarData
  from catalyst.assets import Asset, Equity
  from catalyst.errors import HistoryInInitialize, HistoryWindowStartsBeforeData
  from catalyst.finance.trading import SimulationParameters
  from catalyst.finance.asset_restrictions import NoRestrictions
  from catalyst.testing import create_minute_df_for_asset, str_to_seconds, MockDailyBarReader
  from catalyst.testing.fixtures import WithCreateBarData, WithDataPortal, CatalystTestCase, alias
label_desc: Use image node_id 6 for calling the DailyEquityHistoryTestCase obj's underlying member method code with example usage: obj._test_daily_after_asset_stopped() without return types