code: def _find_position_of_minute(self, minute_dt):
          
          return find_position_of_minute(
              self._market_open_values,
              self._market_close_values,
              minute_dt.value / NANOS_IN_MINUTE,
              self._minutes_per_day,
              False,
          )
docs: Internal method that returns the position of the given minute in the
          list of every trading minute since market open of the first trading
          day. Adjusts non market minutes to the last close.
  
          ex. this method would return 1 for 2002-01-02 9:32 AM Eastern, if
          2002-01-02 is the first trading day of the dataset.
  
          Parameters
          ----------
          minute_dt: pd.Timestamp
              The minute whose position should be calculated.
  
          Returns
          -------
          int: The position of the given minute in the list of all trading
          minutes since market open on the first trading day.