Parameters
        ----------
        asset : zipline.asset.Asset
            The asset identifier.
        dt : datetime64-like
            Midnight of the day for which data is requested.

        Returns
        -------
        pd.Timestamp : The last know dt for the asset and dt;
                       NaT if no trade is found before the given dt.

def get_last_traded_dt(self, asset, dt):
        """
        Parameters
        ----------
        asset : zipline.asset.Asset
            The asset identifier.
        dt : datetime64-like
            Midnight of the day for which data is requested.

        Returns
        -------
        pd.Timestamp : The last know dt for the asset and dt;
                       NaT if no trade is found before the given dt.
        """
        try:
            return self.frames['close'].loc[:, asset.sid].last_valid_index()
        except IndexError:
            return NaT