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Solve the following problem using Python, implementing the functions described below, one line at a time
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Description:
 def get_current_future_chain(self, continuous_future, dt):
 """ Retrieves the future chain for the contract at the given `dt` according the `continuous_future` specification. Returns ------- future_chain : list[Future] A list of active futures, where the first index is the current contract specified by the continuous future definition, the second is the next upcoming contract and so on. """

        rf = self._roll_finders[continuous_future.roll_style]
        session = self.trading_calendar.minute_to_session_label(dt)
        contract_center = rf.get_contract_center(
            continuous_future.root_symbol, session,
            continuous_future.offset)
        oc = self.asset_finder.get_ordered_contracts(
            continuous_future.root_symbol)
        chain = oc.active_chain(contract_center, session.value)
        return self.asset_finder.retrieve_all(chain)