code: def test_load_adjustments_to_df(self, convert_dts):
      reader = self.adjustment_reader
      adjustment_dfs = reader.unpack_db_to_component_dfs(
          convert_dates=convert_dts
      )
  
      name_and_raw = (
          ("splits", SPLITS),
          ("mergers", MERGERS),
          ("dividends", DIVIDENDS_EXPECTED),
      )
  
      def create_expected_table(df, name):
          expected_df = df.copy()
  
          if convert_dts:
              for colname in reader._datetime_int_cols[name]:
                  expected_df[colname] = expected_df[colname].astype(
                      "datetime64[s]"
                  )
  
          return expected_df
  
      def create_expected_div_table(df, name):
          expected_df = df.copy()
  
          if not convert_dts:
              for colname in reader._datetime_int_cols[name]:
                  expected_df[colname] = (
                      expected_df[colname]
                      .astype("datetime64[s]")
                      .astype(int)
                  )
  
          return expected_df
  
      for action_name, raw_tbl in name_and_raw:
          exp = create_expected_table(raw_tbl, action_name)
          assert_frame_equal(adjustment_dfs[action_name], exp)
  
      # DIVIDENDS is in the opposite form from the rest of the dataframes, so
      # needs to be converted separately.
      div_name = "dividend_payouts"
      assert_frame_equal(
          adjustment_dfs[div_name],
          create_expected_div_table(DIVIDENDS, div_name),
      )
  
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 12 for calling the USEquityPricingLoaderTestCase obj's underlying member method code with example usage: obj.test_load_adjustments_to_df(convert_dts) and returns: expected_df, expected_df