code: def test_only_currency_converted_data(
      self, name, domain, calendar_name
  ):
      # Test running a pipeline on a domain whose assets are all denominated
      # in the same currency.
      pipe = Pipeline(
          {
              "close_USD": EquityPricing.close.fx("USD").latest,
              "close_EUR": EquityPricing.close.fx("EUR").latest,
          },
          domain=domain,
      )
  
      start, end = self.daily_bar_sessions[calendar_name][-2:]
      result = self.run_pipeline(pipe, start, end)
  
      calendar = get_calendar(calendar_name)
      daily_bars = self.daily_bar_data[calendar_name]
      currency_codes = self.daily_bar_currency_codes[calendar_name]
  
      for (dt, asset), row in result.iterrows():
          # Subtract a day b/c pipeline output on day N should have prior
          # day's price.
          price_date = dt - calendar.day
          expected_close = daily_bars[asset].loc[price_date, "close"]
          expected_base = currency_codes.loc[asset]
  
          expected_rate_USD = (
              self.in_memory_fx_rate_reader.get_rate_scalar(
                  rate="mid",
                  quote="USD",
                  base=expected_base,
                  dt=price_date.asm8,
              )
          )
          expected_price = expected_close * expected_rate_USD
          assert_equal(row.close_USD, expected_price)
  
          expected_rate_EUR = (
              self.in_memory_fx_rate_reader.get_rate_scalar(
                  rate="mid",
                  quote="EUR",
                  base=expected_base,
                  dt=price_date.asm8,
              )
          )
          expected_price = expected_close * expected_rate_EUR
          assert_equal(row.close_EUR, expected_price)
  
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 5 for calling the InternationalEquityTestCase obj's underlying member method code with example usage: obj.test_only_currency_converted_data(name, domain, calendar_name) without return types