code: def test_minute_regular(self, name, field, sid):
      # asset2 and asset3 both started on 1/5/2015, but asset3 trades every
      # 10 minutes
      asset = self.env.asset_finder.retrieve_asset(sid)
  
      # Check the first hour of equities trading.
      minutes = self.trading_calendars[Equity].minutes_for_session(
          pd.Timestamp("2015-01-05", tz="UTC")
      )[0:60]
  
      for idx, minute in enumerate(minutes):
          self.verify_regular_dt(
              idx, minute, "minute", assets=[asset], fields=[field]
          )
  
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 MinuteEquityHistoryTestCase obj's underlying member method code with example usage: obj.test_minute_regular(name, field, sid) without return types