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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 _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,
        )