code: def make_equity_daily_bar_data(cls):
      yield 1, cls.create_df_for_asset(
          cls.START_DATE, pd.Timestamp("2016-01-30", tz="UTC")
      )
      yield 3, cls.create_df_for_asset(
          pd.Timestamp("2015-01-05", tz="UTC"),
          pd.Timestamp("2015-12-31", tz="UTC"),
          interval=10,
          force_zeroes=True,
      )
      yield cls.SHORT_ASSET_SID, cls.create_df_for_asset(
          pd.Timestamp("2015-01-05", tz="UTC"),
          pd.Timestamp("2015-01-06", tz="UTC"),
      )
  
      for sid in {2, 4, 5, 6}:
          asset = cls.asset_finder.retrieve_asset(sid)
          yield sid, cls.create_df_for_asset(
              asset.start_date,
              asset.end_date,
          )
  
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 1 for calling the DailyEquityHistoryTestCase obj's underlying member method code with example usage: obj.make_equity_daily_bar_data(cls) without return types