code: def expected_adjustments(self, start_date, end_date):
      price_adjustments = {}
      volume_adjustments = {}
      query_days = self.calendar_days_between(start_date, end_date)
      start_loc = query_days.get_loc(start_date)
  
      for table in SPLITS, MERGERS, DIVIDENDS_EXPECTED:
          for eff_date_secs, ratio, sid in table.itertuples(
              index=False
          ):
              eff_date = Timestamp(eff_date_secs, unit="s", tz="UTC")
  
              # Ignore adjustments outside the query bounds.
              if not (start_date <= eff_date <= end_date):
                  continue
  
              eff_date_loc = query_days.get_loc(eff_date)
              delta = eff_date_loc - start_loc
  
              # Pricing adjustments should be applied on the date
              # corresponding to the effective date of the input data. They
              # should affect all rows **before** the effective date.
              price_adjustments.setdefault(delta, []).append(
                  Float64Multiply(
                      first_row=0,
                      last_row=delta,
                      first_col=sid - 1,
                      last_col=sid - 1,
                      value=ratio,
                  )
              )
              # Volume is *inversely* affected by *splits only*.
              if table is SPLITS:
                  volume_adjustments.setdefault(delta, []).append(
                      Float64Multiply(
                          first_row=0,
                          last_row=delta,
                          first_col=sid - 1,
                          last_col=sid - 1,
                          value=1.0 / ratio,
                      )
                  )
      return price_adjustments, volume_adjustments
  
imports: from nose_parameterized import parameterized
  from numpy import arange, datetime64, float64, ones, uint32
  from numpy.testing import assert_allclose, assert_array_equal
  from pandas import concat, DataFrame, Int64Index, Timestamp
  from pandas.util.testing import assert_frame_equal
  from toolz.curried.operator import getitem
  from catalyst.lib.adjustment import Float64Multiply
  from catalyst.pipeline.loaders.synthetic import NullAdjustmentReader, make_bar_data, expected_bar_values_2d
  from catalyst.pipeline.loaders.equity_pricing_loader import USEquityPricingLoader
  from catalyst.errors import WindowLengthTooLong
  from catalyst.pipeline.data import USEquityPricing
  from catalyst.testing import seconds_to_timestamp, str_to_seconds, MockDailyBarReader
  from catalyst.testing.fixtures import WithAdjustmentReader, CatalystTestCase
label_desc: Use image node_id 10 for calling the USEquityPricingLoaderTestCase obj's underlying member method code with example usage: obj.expected_adjustments(start_date, end_date) and returns: price_adjustments,  volume_adjustments