updates

research/ext_lib/util.py

@@ -0,0 +1,49 @@
+import logging
+from datetime import datetime, timedelta
+
+from ccxt.base.errors import ExchangeNotAvailable
+from vectorbtpro import pd, tp, vbt
+
+log = logging.getLogger(__name__)
+
+
+def find_earliest_date(symbol: str, exchange: str, **kwargs) -> tp.Optional[pd.Timestamp]:
+    """Wrapper around CCXTData.find_earliest_date to handle ExchangeNotAvailable error with binary search
+    Args:
+        symbol: The trading symbol to query
+        exchange: The exchange to query
+        **kwargs: Additional arguments to pass to the find_earliest_date method
+
+    Returns:
+        tp.Optional[pd.Timestamp]: The earliest available date if found, otherwise None
+    """
+    log.info("Searching for earliest date for %s", symbol)
+    start_date = pd.Timestamp(kwargs.pop("start", datetime(2010, 1, 1))).floor("D")
+    end_date = pd.Timestamp(kwargs.pop("end", datetime.now())).floor("D")
+
+    while start_date < end_date:
+        log.info("Trying %s to %s range", start_date, end_date)
+        mid_date = (start_date + (end_date - start_date) // 2).floor("D")
+        try:
+            found_date = vbt.CCXTData.find_earliest_date(
+                symbol, exchange=exchange, start=mid_date, end=end_date, limit=10, **kwargs
+            )
+            if found_date:
+                # Move the end date to mid_date to search the earlier half
+                end_date = mid_date
+            else:
+                # Move the start date to mid_date + 1 to search the later half
+                start_date = mid_date + timedelta(days=1)
+        except ExchangeNotAvailable:
+            # Move the start date to mid_date + 1 to search the later half
+            start_date = mid_date + timedelta(days=1)
+
+    # After the loop, start_date should be the earliest date with data
+    try:
+        found_date = vbt.CCXTData.find_earliest_date(
+            symbol, exchange=exchange, start=start_date, end=end_date, **kwargs
+        )
+        return found_date
+    except ExchangeNotAvailable as e:
+        log.error("ExchangeNotAvailable error encountered at final step... Error: %s", e)
+        return None