docstr: Get the latest minute on or before ``dt`` in which ``asset`` traded.
  
  If there are no trades on or before ``dt``, returns ``pd.NaT``.
  
  Parameters
  ----------
  asset : catalyst.asset.Asset
      The asset for which to get the last traded minute.
  dt : pd.Timestamp
      The minute at which to start searching for the last traded minute.
  
  Returns
  -------
  last_traded : pd.Timestamp
      The dt of the last trade for the given asset, using the input
      dt as a vantage point.
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code: def get_last_traded_dt(self, asset, dt):
      """
      Get the latest minute on or before ``dt`` in which ``asset`` traded.
  
      If there are no trades on or before ``dt``, returns ``pd.NaT``.
  
      Parameters
      ----------
      asset : catalyst.asset.Asset
          The asset for which to get the last traded minute.
      dt : pd.Timestamp
          The minute at which to start searching for the last traded minute.
  
      Returns
      -------
      last_traded : pd.Timestamp
          The dt of the last trade for the given asset, using the input
          dt as a vantage point.
      """
      rf = self._roll_finders[asset.roll_style]
      sid = rf.get_contract_center(asset.root_symbol, dt, asset.offset)
      if sid is None:
          return pd.NaT
      contract = rf.asset_finder.retrieve_asset(sid)
      return self._bar_reader.get_last_traded_dt(contract, dt)
  
imports: import numpy
  import pandas
  from catalyst.data.session_bars import SessionBarReader
label_desc: Use image node_id 7 for calling the ContinuousFutureMinuteBarReader obj's underlying member method code with example usage: obj.get_last_traded_dt(asset, dt) and returns: self, pd