code: def test_pricesEventsMerge(self):
      # Test case: dividend occurs after last row in price data
      tkr = "INTC"
      start_d = _dt.date(2022, 1, 1)
      end_d = _dt.date(2023, 1, 1)
      df = yf.Ticker(tkr, session=self.session).history(
          interval="1d", start=start_d, end=end_d
      )
      div = 1.0
      future_div_dt = df.index[-1] + _dt.timedelta(days=1)
      if future_div_dt.weekday() in [5, 6]:
          future_div_dt += _dt.timedelta(days=1) * (
              7 - future_div_dt.weekday()
          )
      divs = _pd.DataFrame(
          data={"Dividends": [div]}, index=[future_div_dt]
      )
      df2 = yf.utils.safe_merge_dfs(
          df.drop(["Dividends", "Stock Splits"], axis=1), divs, "1d"
      )
      self.assertIn(future_div_dt, df2.index)
      self.assertIn("Dividends", df2.columns)
      self.assertEqual(df2["Dividends"].iloc[-1], div)
  
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 9 for calling the TestPriceHistory obj's underlying member method code with example usage: obj.test_pricesEventsMerge() without return types