Add logging for historic volatility calculations and implement utility to get min/max real dates

src/panel/historic_vol.rs

@@ -131,9 +131,15 @@ fn freq_period_calc(
         );
     }
 
+    println!("Calculating historic volatility with the following parameters:");
+    println!("lback_periods: {:?}, lback_method: {:?}, half_life: {:?}, remove_zeros: {:?}, nan_tolerance: {:?}, period: {:?}", lback_periods, lback_method, half_life, remove_zeros, nan_tolerance, period);
+
     let mut new_df = dfw.clone();
 
     for col_name in dfw.get_column_names() {
+        if col_name == "real_date" {
+            continue;
+        }
         let series = dfw.column(col_name)?;
         let values: Array1<f64> = series
             .f64()?
@@ -174,7 +180,7 @@ fn freq_period_calc(
             }
             _ => return Err("Invalid lookback method.".into()),
         };
-
+        println!("Successfully calculated result_series for column: {:?}", col_name);
         new_df.with_column(result_series)?;
     }
 
@@ -298,9 +304,14 @@ pub fn historic_vol(
 
     println!("Successfully got nan_tolerance.");
 
-    let start_date = NaiveDate::parse_from_str(&start, "%Y-%m-%d")?;
-    let end_date = NaiveDate::parse_from_str(&end, "%Y-%m-%d")?;
+    let (dfw_start_date, dfw_end_date) =
+        crate::utils::misc::get_min_max_real_dates(&dfw, "real_date")?;
+    println!("Successfully got min and max real dates.");
 
+    let (start_date, end_date) = (
+        NaiveDate::parse_from_str(&start, "%Y-%m-%d").unwrap_or_else(|_| dfw_start_date),
+        NaiveDate::parse_from_str(&end, "%Y-%m-%d").unwrap_or_else(|_| dfw_end_date),
+    );
     println!("Successfully parsed start and end dates.");
 
     dfw = dfw
@@ -327,6 +338,8 @@ pub fn historic_vol(
         _ => return Err("Invalid frequency specified.".into()),
     };
 
+    println!("Successfully got period.");
+
     let dfw = match est_freq.as_str() {
         "D" => freq_daily_calc(
             &dfw,