continuous_future_reader.py 文件源码

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)