code: def get_last_traded_dt(self, asset, dt):
          
          rf = self._roll_finders[asset.roll_style]
          sid = (rf.get_contract_center(asset.root_symbol,
                                        dt,
                                        asset.offset))
          if sid is None:
              return pd.NaT
          contract = rf.asset_finder.retrieve_asset(sid)
          return self._bar_reader.get_last_traded_dt(contract, dt)
docs: Get the latest minute 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 minute.
          dt : pd.Timestamp
              The minute at which to start searching for the last traded minute.
  
          Returns
          -------
          last_traded : pd.Timestamp
              The dt of the last trade for the given asset, using the input
              dt as a vantage point.