class_docstr: An equity domain whose sessions are defined by a named TradingCalendar.
  
  Parameters
  ----------
  country_code : str
      ISO-3166 two-letter country code of the domain
  calendar_name : str
      Name of the calendar, to be looked by by trading_calendar.get_calendar.
  data_query_offset : np.timedelta64
       The offset from market open when data should no longer be considered
       available for a session. For example, a ``data_query_offset`` of
       ``-np.timedelta64(45, 'm')`` means that the data must have
       been available at least 45 minutes prior to market open for it to
       appear in the pipeline input for the given session.
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code: def calendar(self):
      return get_calendar(self.calendar_name)
  
imports: import datetime
  from textwrap import dedent
  from interface import default, implements, Interface
  import numpy
  import pandas
  import pytz
  from trading_calendars import get_calendar
  from zipline.country import CountryCode
  from zipline.utils.formatting import bulleted_list
  from zipline.utils.input_validation import expect_types, optional
  from zipline.utils.memoize import lazyval
  from zipline.utils.pandas_utils import days_at_time
label_desc: Use image node_id 3 for calling the EquityCalendarDomain obj's underlying member method code with example usage: obj.calendar() and returns: get_calendar