code: def _test_daily_blended_some_assets_stopped(self):
      # asset1 ends on 2016-01-30
      # asset2 ends on 2016-01-04
  
      bar_data = self.create_bardata(
          simulation_dt_func=lambda: pd.Timestamp(
              "2016-01-06 16:00", tz="UTC"
          ),
      )
  
      for field in OHLCP:
          window = bar_data.history(
              [self.ASSET1, self.ASSET2], field, 15, "1d"
          )
  
          # last 2 values for asset2 should be NaN
          np.testing.assert_array_equal(
              np.full(2, np.nan), window[self.ASSET2][-2:]
          )
  
          # third from last value should not be NaN
          self.assertFalse(np.isnan(window[self.ASSET2][-3]))
  
      volume_window = bar_data.history(
          [self.ASSET1, self.ASSET2], "volume", 15, "1d"
      )
  
      np.testing.assert_array_equal(
          np.zeros(2), volume_window[self.ASSET2][-2:]
      )
  
      self.assertNotEqual(0, volume_window[self.ASSET2][-3])
  
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 9 for calling the DailyEquityHistoryTestCase obj's underlying member method code with example usage: obj._test_daily_blended_some_assets_stopped() without return types