code: def init_class_fixtures(cls):
      super(SliceTestCase, cls).init_class_fixtures()
  
      # Using the date at index 14 as the start date because when running
      # pipelines, especially those involving correlations or regressions, we
      # want to make sure there are enough days to look back on. The end date
      # at index 18 is chosen for convenience, as it makes for a contiguous
      # five day span.
      cls.pipeline_start_date = cls.trading_days[14]
      cls.pipeline_end_date = cls.trading_days[18]
  
      # Random input for factors.
      cls.col = TestingDataSet.float_col
  
imports: from numpy import where
  from pandas import Int64Index, Timestamp
  from pandas.util.testing import assert_frame_equal
  from catalyst.assets import Asset
  from catalyst.errors import NonExistentAssetInTimeFrame, NonSliceableTerm, NonWindowSafeInput, UnsupportedPipelineOutput
  from catalyst.pipeline import CustomFactor, Pipeline
  from catalyst.pipeline.data import USEquityPricing
  from catalyst.pipeline.data.testing import TestingDataSet
  from catalyst.pipeline.factors.equity import Returns, RollingLinearRegressionOfReturns, RollingPearsonOfReturns, RollingSpearmanOfReturns, SimpleMovingAverage
  from catalyst.testing import AssetID, AssetIDPlusDay, check_arrays, OpenPrice, parameter_space
  from catalyst.testing.fixtures import WithSeededRandomPipelineEngine, CatalystTestCase
  from catalyst.utils.numpy_utils import datetime64ns_dtype
label_desc: Use image node_id 1 for calling the SliceTestCase obj's underlying member method code with example usage: obj.init_class_fixtures(cls) without return types