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

src/utils/misc.rs

@@ -1,3 +1,4 @@
+use chrono::NaiveDate;
 use polars::prelude::*;
 use std::collections::HashMap;
 use std::error::Error;
@@ -11,6 +12,35 @@ pub fn split_ticker(ticker: String) -> Result<(String, String), Box<dyn Error>>
     Ok((parts[0].to_string(), parts[1].to_string()))
 }
 
+pub fn get_min_max_real_dates(
+    df: &DataFrame,
+    date_col: &str,
+) -> Result<(NaiveDate, NaiveDate), Box<dyn Error>> {
+    let date_series = df.column(date_col)?;
+    if let DataType::Date = date_series.dtype() {
+        // Convert the `date` series to an i32 (days since 1970-01-01)
+        let date_as_days = date_series.cast(&DataType::Int32)?;
+        let min_days = date_as_days.i32()?.min().ok_or("No minimum value found")?;
+        let max_days = date_as_days.i32()?.max().ok_or("No maximum value found")?;
+
+        // Convert the days back to `NaiveDate`
+        let min_date = NaiveDate::from_ymd_opt(1970, 1, 1)
+            .unwrap()
+            .checked_add_signed(chrono::Duration::days(min_days as i64))
+            .ok_or("Invalid minimum date")?;
+        let max_date = NaiveDate::from_ymd_opt(1970, 1, 1)
+            .unwrap()
+            .checked_add_signed(chrono::Duration::days(max_days as i64))
+            .ok_or("Invalid maximum date")?;
+
+        Ok((min_date, max_date))
+    } else {
+        Err(Box::new(polars::error::PolarsError::ComputeError(
+            "The column is not of Date type".into(),
+        )))
+    }
+}
+
 #[allow(dead_code)]
 pub fn get_cid(ticker: String) -> Result<String, Box<dyn Error>> {
     split_ticker(ticker).map(|(cid, _)| cid)