code: def _test_alternating_long_short(self):
      # create a scenario where we alternate buys and sells
      params1 = {
          "trade_count": int(6.5 * 60 * 4),
          "trade_interval": timedelta(minutes=1),
          "order_count": 4,
          "order_amount": 10,
          "order_interval": timedelta(hours=24),
          "alternate": True,
          "complete_fill": True,
          "expected_txn_count": 4,
          "expected_txn_volume": 0,  # equal buys and sells
      }
      self.transaction_sim(**params1)
  
imports: from datetime import datetime, timedelta
  import os
  from nose.tools import timed
  import numpy
  import pandas
  import pytz
  from six import iteritems
  from six.moves import range
  from testfixtures import TempDirectory
  from catalyst.assets.synthetic import make_simple_equity_info
  from catalyst.finance.blotter import Blotter
  from catalyst.finance.execution import MarketOrder, LimitOrder
  from catalyst.finance.performance import PerformanceTracker
  from catalyst.finance.trading import SimulationParameters
  from catalyst.data.us_equity_pricing import BcolzDailyBarReader
  from catalyst.data.minute_bars import BcolzMinuteBarReader
  from catalyst.data.data_portal import DataPortal
  from catalyst.data.us_equity_pricing import BcolzDailyBarWriter
  from catalyst.finance.slippage import FixedSlippage
  from catalyst.finance.asset_restrictions import NoRestrictions
  from catalyst.protocol import BarData
  from catalyst.testing import tmp_trading_env, write_bcolz_minute_data
  from catalyst.testing.fixtures import WithLogger, WithTradingEnvironment, CatalystTestCase
  import catalyst.utils.factory
label_desc: Use image node_id 4 for calling the FinanceTestCase obj's underlying member method code with example usage: obj._test_alternating_long_short() without return types