'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):

    return find_position_of_minute(self._market_open_values, self._market_close_values, (minute_dt.value / NANOS_IN_MINUTE), self._minutes_per_day, False)
