code: def make_equity_daily_bar_data(cls):
      yield 24, pd.DataFrame(
          {
              "open": [50, 50],
              "high": [50, 50],
              "low": [50, 50],
              "close": [50, 50],
              "volume": [100, 400],
          },
          index=cls.sim_params.sessions,
      )
      yield 25, pd.DataFrame(
          {
              "open": [50, 50],
              "high": [50, 50],
              "low": [50, 50],
              "close": [50, 50],
              "volume": [100, 400],
          },
          index=cls.sim_params.sessions,
      )
  
imports: from nose_parameterized import parameterized
  import pandas
  from catalyst.assets import Equity
  from catalyst.finance.blotter import Blotter
  from catalyst.finance.cancel_policy import EODCancel, NeverCancel
  from catalyst.finance.commission import PerTrade
  from catalyst.finance.execution import LimitOrder, MarketOrder, StopLimitOrder, StopOrder
  from catalyst.finance.order import ORDER_STATUS, Order
  from catalyst.finance.slippage import DEFAULT_EQUITY_VOLUME_SLIPPAGE_BAR_LIMIT, FixedSlippage
  from catalyst.gens.sim_engine import BAR, SESSION_END
  from catalyst.testing.fixtures import WithCreateBarData, WithDataPortal, WithLogger, WithSimParams, CatalystTestCase
  from catalyst.utils.classproperty import classproperty
label_desc: Use image node_id 2 for calling the BlotterTestCase obj's underlying member method code with example usage: obj.make_equity_daily_bar_data(cls) without return types