code: def make_equity_daily_bar_data(cls, country_code, sids):
      sessions = cls.trading_sessions["NYSE"]
      yield 1, DataFrame(
          {
              "open": [100.5, 101.5, nan],
              "high": [100.9, 101.9, nan],
              "low": [100.1, 101.1, nan],
              "close": [100.3, 101.3, nan],
              "volume": [1000, 1001, 0],
          },
          index=sessions,
      )
      yield 2, DataFrame(
          {
              "open": [200.5, nan, 202.5],
              "high": [200.9, nan, 202.9],
              "low": [200.1, nan, 202.1],
              "close": [200.3, nan, 202.3],
              "volume": [2000, 0, 2002],
          },
          index=sessions,
      )
      yield 3, DataFrame(
          {
              "open": [301.5, 302.5, nan],
              "high": [301.9, 302.9, nan],
              "low": [301.1, 302.1, nan],
              "close": [301.3, 302.3, nan],
              "volume": [3001, 3002, 0],
          },
          index=sessions,
      )
  
imports: from numpy import array, nan
  from numpy.testing import assert_almost_equal
  from pandas import DataFrame, Timestamp
  from zipline.assets import Equity, Future
  from zipline.data.dispatch_bar_reader import AssetDispatchMinuteBarReader, AssetDispatchSessionBarReader
  from zipline.data.resample import MinuteResampleSessionBarReader, ReindexMinuteBarReader, ReindexSessionBarReader
  from zipline.testing.fixtures import WithBcolzEquityMinuteBarReader, WithBcolzEquityDailyBarReader, WithBcolzFutureMinuteBarReader, WithTradingSessions, ZiplineTestCase
label_desc: Use image node_id 2 for calling the AssetDispatchSessionBarTestCase obj's underlying member method code with example usage: obj.make_equity_daily_bar_data(cls, country_code, sids) without return types