def get_dataset_dates(df):
    """
    Input: dataset with date as one of the MultiIndex
    Output: a list of all dates in this dataset as datetime objects
    """
    #get all trading dates from dataset of this symbol
    data_dates = sorted(list(set(df.index.get_level_values(0))))
    data_converted_dates = []
    for ts in data_dates:
        data_converted_dates.append(ts.to_pydatetime())
    return data_converted_dates