code: def test_write_empty(self):
      minute = self.market_opens[self.test_calendar_start]
      sid = 1
      data = DataFrame(
          data={
              "open": [0],
              "high": [0],
              "low": [0],
              "close": [0],
              "volume": [0],
          },
          index=[minute],
      )
      self.writer.write_sid(sid, data)
  
      open_price = self.reader.get_value(sid, minute, "open")
  
      assert_almost_equal(nan, open_price)
  
      high_price = self.reader.get_value(sid, minute, "high")
  
      assert_almost_equal(nan, high_price)
  
      low_price = self.reader.get_value(sid, minute, "low")
  
      assert_almost_equal(nan, low_price)
  
      close_price = self.reader.get_value(sid, minute, "close")
  
      assert_almost_equal(nan, close_price)
  
      volume_price = self.reader.get_value(sid, minute, "volume")
  
      assert_almost_equal(0, volume_price)
  
imports: from datetime import timedelta
  import os
  from numpy import arange, array, int64, float64, full, nan, transpose, zeros
  from numpy.testing import assert_almost_equal, assert_array_equal
  from pandas import DataFrame, DatetimeIndex, Timestamp, Timedelta, NaT, date_range
  from catalyst.data.minute_bars import BcolzMinuteBarMetadata, BcolzMinuteOverlappingData, US_EQUITIES_MINUTES_PER_DAY, BcolzMinuteWriterColumnMismatch, H5MinuteBarUpdateWriter, H5MinuteBarUpdateReader
  from catalyst.exchange.exchange_bcolz import BcolzExchangeBarWriter, BcolzExchangeBarReader
  from catalyst.testing.fixtures import WithAssetFinder, WithInstanceTmpDir, WithTradingCalendars, CatalystTestCase
label_desc: Use image node_id 8 for calling the BcolzMinuteBarTestCase obj's underlying member method code with example usage: obj.test_write_empty() without return types