code: def _check_read_results(self, columns, assets, start_date, end_date):
      results = self.bcolz_equity_daily_bar_reader.load_raw_arrays(
          columns,
          start_date,
          end_date,
          assets,
      )
      dates = self.trading_days_between(start_date, end_date)
      for column, result in zip(columns, results):
          assert_array_equal(
              result,
              expected_bar_values_2d(
                  dates,
                  EQUITY_INFO,
                  column,
              ),
          )
  
imports: from sys import maxsize
  import re
  from nose_parameterized import parameterized
  from numpy import arange, datetime64, nan
  from numpy.testing import assert_array_equal
  from pandas import DataFrame, Timestamp
  from pandas.util.testing import assert_index_equal
  from catalyst.data.us_equity_pricing import BcolzDailyBarReader, BcolzDailyBarWriter, NoDataBeforeDate, NoDataAfterDate
  from catalyst.pipeline.loaders.synthetic import OHLCV, asset_start, asset_end, expected_bar_value, expected_bar_values_2d, make_bar_data
  from catalyst.testing import seconds_to_timestamp
  from catalyst.testing.fixtures import WithAssetFinder, WithBcolzEquityDailyBarReader, WithTmpDir, WithTradingCalendars, CatalystTestCase
  from catalyst.utils.calendars import get_calendar
label_desc: Use image node_id 13 for calling the BcolzDailyBarTestCase obj's underlying member method code with example usage: obj._check_read_results(columns, assets, start_date, end_date) without return types