code: def _test_daily_regular(self):
      # asset2 and asset3 both started on 1/5/2015, but asset3 trades every
      # 10 days
  
      # get the first 30 days of 2015
      jan5 = pd.Timestamp("2015-01-05")
  
      # Regardless of the calendar used for this test, equities will
      # only have data on NYSE sessions.
      days = self.trading_calendars[Equity].sessions_window(jan5, 30)
  
      for idx, day in enumerate(days):
          self.verify_regular_dt(idx, day, "daily")
  
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 4 for calling the DailyEquityHistoryTestCase obj's underlying member method code with example usage: obj._test_daily_regular() without return types