def get_last_traded_dt(self, asset, dt):
        """
        Get the latest day on or before ``dt`` in which ``asset`` traded.

        If there are no trades on or before ``dt``, returns ``pd.NaT``.

        Parameters
        ----------
        asset : zipline.asset.Asset
            The asset for which to get the last traded day.
        dt : pd.Timestamp
            The dt at which to start searching for the last traded day.

        Returns
        -------
        last_traded : pd.Timestamp
            The day of the last trade for the given asset, using the
            input dt as a vantage point.
        """
        sid_ix = self.sids.searchsorted(asset.sid)
        # Used to get a slice of all dates up to and including ``dt``.
        dt_limit_ix = self.dates.searchsorted(dt.asm8, side='right')

        # Get the indices of all dates with nonzero volume.
        nonzero_volume_ixs = np.ravel(
            np.nonzero(self._country_group[DATA][VOLUME][sid_ix, :dt_limit_ix])
        )

        if len(nonzero_volume_ixs) == 0:
            return pd.NaT

        return pd.Timestamp(self.dates[nonzero_volume_ixs][-1], tz='UTC')
Get the latest day on or before ``dt`` in which ``asset`` traded.

        If there are no trades on or before ``dt``, returns ``pd.NaT``.

        Parameters
        ----------
        asset : zipline.asset.Asset
            The asset for which to get the last traded day.
        dt : pd.Timestamp
            The dt at which to start searching for the last traded day.

        Returns
        -------
        last_traded : pd.Timestamp
            The day of the last trade for the given asset, using the
            input dt as a vantage point.