code: def test_intraDayWithEvents_tase(self):
      # TASE dividend release pre-market, doesn't merge nicely with intra-day data so check still present
  
      tase_tkrs = ["ICL.TA", "ESLT.TA", "ONE.TA", "MGDL.TA"]
      test_run = False
      for tkr in tase_tkrs:
          start_d = _dt.date.today() - _dt.timedelta(days=59)
          end_d = None
          df_daily = yf.Ticker(tkr, session=self.session).history(
              start=start_d, end=end_d, interval="1d", actions=True
          )
          df_daily_divs = df_daily["Dividends"][
              df_daily["Dividends"] != 0
          ]
          if df_daily_divs.shape[0] == 0:
              continue
  
          last_div_date = df_daily_divs.index[-1]
          start_d = last_div_date.date()
          end_d = last_div_date.date() + _dt.timedelta(days=1)
          df_intraday = yf.Ticker(tkr, session=self.session).history(
              start=start_d, end=end_d, interval="15m", actions=True
          )
          self.assertTrue((df_intraday["Dividends"] != 0.0).any())
  
          df_intraday_divs = df_intraday["Dividends"][
              df_intraday["Dividends"] != 0
          ]
          df_intraday_divs.index = df_intraday_divs.index.floor("D")
          self.assertTrue(df_daily_divs.equals(df_intraday_divs))
  
          test_run = True
  
      if not test_run:
          self.skipTest(
              "Skipping test_intraDayWithEvents_tase() because no tickers had a dividend in last 60 days"
          )
  
imports: from .context import yfinance
  from .context import session_gbl
  import unittest
  import os
  import datetime
  import pytz
  import numpy
  import pandas
label_desc: Use image node_id 12 for calling the TestPriceHistory obj's underlying member method code with example usage: obj.test_intraDayWithEvents_tase() without return types