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.

def _find_position_of_minute(self, minute_dt):
        """
        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.
        """
        return find_position_of_minute(
            self._market_open_values,
            self._market_close_values,
            minute_dt.value / NANOS_IN_MINUTE,
            self._minutes_per_day,
            False,
        )