class_docstr: Fixture for generating international daily bars.
  
  Eventually this should be moved into zipline.testing.fixtures and should
  replace most of the existing machinery
code: def init_class_fixtures(cls):
      super(WithInternationalDailyBarData, cls).init_class_fixtures()
  
      cls.daily_bar_sessions = {}
      cls.daily_bar_data = {}
      cls.daily_bar_readers = {}
      cls.daily_bar_currency_codes = {}
  
      for (
          calendar,
          assets,
      ) in cls.assets_by_calendar.items():
          name = calendar.name
          start_delta = cls.DAILY_BAR_LOOKBACK_DAYS * calendar.day
          start_session = cls.DAILY_BAR_START_DATE - start_delta
  
          sessions = calendar.sessions_in_range(
              start_session,
              cls.DAILY_BAR_END_DATE,
          )
  
          cls.daily_bar_sessions[name] = sessions
          cls.daily_bar_data[name] = dict(
              cls.make_daily_bar_data(
                  assets=assets,
                  calendar=calendar,
                  sessions=sessions,
              )
          )
  
          panel = pd.Panel.from_dict(
              cls.daily_bar_data[name]
          ).transpose(2, 1, 0)
  
          cls.daily_bar_currency_codes[name] = cls.make_currency_codes(
              calendar,
              assets,
          )
  
          cls.daily_bar_readers[
              name
          ] = InMemoryDailyBarReader.from_panel(
              panel,
              calendar,
              currency_codes=cls.daily_bar_currency_codes[name],
          )
  
imports: from itertools import cycle, islice
  from nose_parameterized import parameterized
  import numpy
  import pandas
  from trading_calendars import get_calendar
  from zipline.assets.synthetic import make_rotating_equity_info
  from zipline.data.in_memory_daily_bars import InMemoryDailyBarReader
  from zipline.pipeline.domain import CA_EQUITIES, GB_EQUITIES, US_EQUITIES
  from zipline.pipeline import Pipeline
  from zipline.pipeline.data import EquityPricing, USEquityPricing
  from zipline.pipeline.engine import SimplePipelineEngine
  from zipline.pipeline.loaders.equity_pricing_loader import EquityPricingLoader
  from zipline.pipeline.loaders.synthetic import NullAdjustmentReader
  from zipline.testing.predicates import assert_equal
  from zipline.testing.core import parameter_space, random_tick_prices
  import zipline.testing.fixtures
label_desc: Use image node_id 3 for calling the WithInternationalDailyBarData obj's underlying member method code with example usage: obj.init_class_fixtures(cls) without return types