code: def _make_minute_bar_data(cls, calendar, sids):
      daily_close = cls.asset_daily_close
      daily_open = daily_close - 1
      daily_high = daily_close + 1
      daily_low = daily_close - 2
      random_state = np.random.RandomState(seed=1337)
  
      data = pd.concat(
          [
              simulate_minutes_for_day(
                  o,
                  h,
                  l,
                  c,
                  cls.asset_daily_volume,
                  trading_minutes=len(
                      calendar.minutes_for_session(session)
                  ),
                  random_state=random_state,
              )
              for o, h, l, c, session in zip(
                  daily_open,
                  daily_high,
                  daily_low,
                  daily_close,
                  calendar.sessions_in_range(
                      cls.START_DATE, cls.END_DATE
                  ),
              )
          ],
          ignore_index=True,
      )
      data.index = calendar.minutes_for_sessions_in_range(
          cls.START_DATE,
          cls.END_DATE,
      )
  
      for sid in sids:
          yield sid, data
  
imports: import unittest
  import numpy
  import pandas
  from zipline import api
  from zipline.assets import Equity, Future
  from zipline.assets.synthetic import make_commodity_future_info
  from zipline.data.data_portal import DataPortal
  from zipline.data.resample import MinuteResampleSessionBarReader
  from zipline.testing import parameter_space, prices_generating_returns, simulate_minutes_for_day
  from zipline.testing.fixtures import WithMakeAlgo, WithConstantEquityMinuteBarData, WithConstantFutureMinuteBarData, WithWerror, ZiplineTestCase
  from zipline.testing.predicates import assert_equal, wildcard
label_desc: Use image node_id 4 for calling the TestFixedReturns obj's underlying member method code with example usage: obj._make_minute_bar_data(cls, calendar, sids) without return types