code: def _test_unadjusted_get_value(self):
      reader = self.bcolz_equity_daily_bar_reader
      # At beginning
      price = reader.get_value(
          1, Timestamp("2015-06-01", tz="UTC"), "close"
      )
      # Synthetic writes price for date.
      self.assertEqual(108630.0, price)
  
      # Middle
      price = reader.get_value(
          1, Timestamp("2015-06-02", tz="UTC"), "close"
      )
      self.assertEqual(108631.0, price)
      # End
      price = reader.get_value(
          1, Timestamp("2015-06-05", tz="UTC"), "close"
      )
      self.assertEqual(108634.0, price)
  
      # Another sid at beginning.
      price = reader.get_value(
          2, Timestamp("2015-06-22", tz="UTC"), "close"
      )
      self.assertEqual(208651.0, price)
  
      # Ensure that volume does not have float adjustment applied.
      volume = reader.get_value(
          1, Timestamp("2015-06-02", tz="UTC"), "volume"
      )
      self.assertEqual(109631, volume)
  
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 19 for calling the BcolzDailyBarTestCase obj's underlying member method code with example usage: obj._test_unadjusted_get_value() without return types