code: def init_class_fixtures(cls):
      (
          super(
              WithInternationalPricingPipelineEngine, cls
          ).init_class_fixtures()
      )
  
      adjustments = NullAdjustmentReader()
      cls.loaders = {
          GB_EQUITIES: EquityPricingLoader(
              cls.daily_bar_readers["XLON"],
              adjustments,
              cls.in_memory_fx_rate_reader,
          ),
          US_EQUITIES: EquityPricingLoader(
              cls.daily_bar_readers["XNYS"],
              adjustments,
              cls.in_memory_fx_rate_reader,
          ),
          CA_EQUITIES: EquityPricingLoader(
              cls.daily_bar_readers["XTSE"],
              adjustments,
              cls.in_memory_fx_rate_reader,
          ),
      }
      cls.engine = SimplePipelineEngine(
          get_loader=cls.get_loader,
          asset_finder=cls.asset_finder,
      )
  
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 1 for calling the WithInternationalPricingPipelineEngine obj's underlying member method code with example usage: obj.init_class_fixtures(cls) without return types