def METHOD_NAME(self):
    self.context = context = zmq.Context()
    self.iopub_socket = context.socket(zmq.PUB)
    self.stdin_socket = context.socket(zmq.ROUTER)
    self.session = Session()
    self.test_sockets = [self.iopub_socket]
    self.test_streams = []
    for name in ["shell", "control"]:
        socket = context.socket(zmq.ROUTER)
        stream = ZMQStream(socket)
        stream.on_send(self._on_send)
        self.test_sockets.append(socket)
        self.test_streams.append(stream)
        setattr(self, f"{name}_stream", stream)