code: def test_blotter_order_types(
      self, style_obj, expected_lmt, expected_stp
  ):
      blotter = Blotter("daily")
  
      blotter.order(self.asset_24, 100, style_obj)
      result = blotter.open_orders[self.asset_24][0]
  
      self.assertEqual(result.limit, expected_lmt)
      self.assertEqual(result.stop, expected_stp)
  
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 5 for calling the BlotterTestCase obj's underlying member method code with example usage: obj.test_blotter_order_types(style_obj, expected_lmt, expected_stp) without return types