code: def test_explicit_specialization_matches_implicit(self):
      pipeline_specialized = Pipeline(
          {
              "open": EquityPricing.open.latest,
              "high": EquityPricing.high.latest,
              "low": EquityPricing.low.latest,
              "close": EquityPricing.close.latest,
              "volume": EquityPricing.volume.latest,
          },
          domain=US_EQUITIES,
      )
      dataset_specialized = Pipeline(
          {
              "open": USEquityPricing.open.latest,
              "high": USEquityPricing.high.latest,
              "low": USEquityPricing.low.latest,
              "close": USEquityPricing.close.latest,
              "volume": USEquityPricing.volume.latest,
          }
      )
  
      sessions = self.daily_bar_sessions["XNYS"]
      self.assert_identical_results(
          pipeline_specialized,
          dataset_specialized,
          sessions[1],
          sessions[-1],
      )
  
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 6 for calling the InternationalEquityTestCase obj's underlying member method code with example usage: obj.test_explicit_specialization_matches_implicit() without return types