code: def get_last_traded_dt(self, asset, dt):
          
          sid_ix = self.sids.searchsorted(asset.sid)
          # Used to get a slice of all dates up to and including ``dt``.
          dt_limit_ix = self.dates.searchsorted(dt.asm8, side='right')
  
          # Get the indices of all dates with nonzero volume.
          nonzero_volume_ixs = np.ravel(
              np.nonzero(self._country_group[DATA][VOLUME][sid_ix, :dt_limit_ix])
          )
  
          if len(nonzero_volume_ixs) == 0:
              return pd.NaT
  
          return pd.Timestamp(self.dates[nonzero_volume_ixs][-1], tz='UTC')
docs: Get the latest day on or before ``dt`` in which ``asset`` traded.
  
          If there are no trades on or before ``dt``, returns ``pd.NaT``.
  
          Parameters
          ----------
          asset : zipline.asset.Asset
              The asset for which to get the last traded day.
          dt : pd.Timestamp
              The dt at which to start searching for the last traded day.
  
          Returns
          -------
          last_traded : pd.Timestamp
              The day of the last trade for the given asset, using the
              input dt as a vantage point.