code: def test_unadjusted_get_value_empty_value(self):
      reader = self.bcolz_equity_daily_bar_reader
  
      # A sid, day and corresponding index into which to overwrite a zero.
      zero_sid = 1
      zero_day = Timestamp("2015-06-02", tz="UTC")
      zero_ix = reader.sid_day_index(zero_sid, zero_day)
  
      old = reader._spot_col("close")[zero_ix]
      try:
          # Write a zero into the synthetic pricing data at the day and sid,
          # so that a read should now return -1.
          # This a little hacky, in lieu of changing the synthetic data set.
          reader._spot_col("close")[zero_ix] = 0
  
          close = reader.get_value(zero_sid, zero_day, "close")
          assert_array_equal(nan, close)
      finally:
          reader._spot_col("close")[zero_ix] = old
  
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 21 for calling the BcolzDailyBarTestCase obj's underlying member method code with example usage: obj.test_unadjusted_get_value_empty_value() without return types