code: def test_load_raw_arrays(self):
      reindex_reader = ReindexMinuteBarReader(
          self.trading_calendar,
          self.bcolz_equity_minute_bar_reader,
          self.START_DATE,
          self.END_DATE,
      )
      (
          m_open,
          m_close,
      ) = self.trading_calendar.open_and_close_for_session(
          self.START_DATE
      )
      outer_minutes = self.trading_calendar.minutes_in_range(
          m_open, m_close
      )
      result = reindex_reader.load_raw_arrays(
          OHLCV, m_open, m_close, [1, 2]
      )
  
      opens = DataFrame(
          data=result[0], index=outer_minutes, columns=[1, 2]
      )
      opens_with_price = opens.dropna()
  
      self.assertEqual(
          1440,
          len(opens),
          "The result should have 1440 bars, the number of minutes in a "
          "trading session on the target calendar.",
      )
  
      self.assertEqual(
          390,
          len(opens_with_price),
          "The result, after dropping nans, should have 390 bars, the "
          " number of bars in a trading session in the reader's calendar.",
      )
  
      slicer = outer_minutes.slice_indexer(
          end=pd.Timestamp("2015-12-01 14:30", tz="UTC")
      )
  
      assert_almost_equal(
          opens[1][slicer],
          full(slicer.stop, nan),
          err_msg="All values before the NYSE market open should be nan.",
      )
  
      slicer = outer_minutes.slice_indexer(
          start=pd.Timestamp("2015-12-01 21:01", tz="UTC")
      )
  
      assert_almost_equal(
          opens[1][slicer],
          full(slicer.stop - slicer.start, nan),
          err_msg="All values after the NYSE market close should be nan.",
      )
  
      first_minute_loc = outer_minutes.get_loc(
          pd.Timestamp("2015-12-01 14:31", tz="UTC")
      )
  
      # Spot check a value.
      # The value is the autogenerated value from test fixtures.
      assert_almost_equal(
          10.0,
          opens[1][first_minute_loc],
          err_msg="The value for Equity 1, should be 10.0, at NYSE open.",
      )
  
imports: from collections import OrderedDict
  from numbers import Real
  from nose_parameterized import parameterized
  from numpy.testing import assert_almost_equal
  from numpy import nan, array, full, isnan
  import pandas
  from pandas import DataFrame
  from six import iteritems
  from catalyst.data.resample import minute_frame_to_session_frame, DailyHistoryAggregator, MinuteResampleSessionBarReader, ReindexMinuteBarReader, ReindexSessionBarReader
  from catalyst.testing import parameter_space
  from catalyst.testing.fixtures import WithEquityMinuteBarData, WithBcolzEquityMinuteBarReader, WithBcolzEquityDailyBarReader, WithBcolzFutureMinuteBarReader, CatalystTestCase
label_desc: Use image node_id 1 for calling the TestReindexMinuteBars obj's underlying member method code with example usage: obj.test_load_raw_arrays() without return types