code: def _test_daily_before_assets_trading(self):
      # asset2 and asset3 both started trading in 2015
  
      days = self.trading_calendar.sessions_in_range(
          pd.Timestamp("2014-12-15", tz="UTC"),
          pd.Timestamp("2014-12-18", tz="UTC"),
      )
  
      for idx, day in enumerate(days):
          bar_data = self.create_bardata(
              simulation_dt_func=lambda: day,
          )
          check_internal_consistency(
              bar_data, [self.ASSET2, self.ASSET3], ALL_FIELDS, 10, "1d"
          )
  
          for field in ALL_FIELDS:
              # OHLCP should be NaN
              # Volume should be 0
              asset2_series = bar_data.history(
                  self.ASSET2, field, 10, "1d"
              )
              asset3_series = bar_data.history(
                  self.ASSET3, field, 10, "1d"
              )
  
              if field == "volume":
                  np.testing.assert_array_equal(
                      np.zeros(10), asset2_series
                  )
                  np.testing.assert_array_equal(
                      np.zeros(10), asset3_series
                  )
              else:
                  np.testing.assert_array_equal(
                      np.full(10, np.nan), asset2_series
                  )
  
                  np.testing.assert_array_equal(
                      np.full(10, np.nan), asset3_series
                  )
  
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 3 for calling the DailyEquityHistoryTestCase obj's underlying member method code with example usage: obj._test_daily_before_assets_trading() without return types