Philostratus' Life of Apollonius: third-century biography of a charismatic teacher and miracle worker from the first century CE, who is often likened to Jesus of Nazareth.
In 326, Alexander invaded Gandara, where he discovered, near the river Kunar, a town called Nysa that was dedicated to the god of excess, Dionysus.note[There is more on this subject here; perhaps, this Dionysus was the Indian god Shiva, the destroyer of worlds.]
A description of the sanctuary is found in the Life of Apollonius of Tyana by the Greek author Philostratus. This Apollonius may have visited Nysa in the first century, but that is not certain. However, it is certain that Philostratus had access to a reliable source on India. Section 2.8 of the Life of Apollonius was translated by F.C. Conybeare.
The sanctuary of Nysa
[2.8] They were now in [the country] in which the mountain of Nysa rises, covered to its very top with plantations [...], and you can ascend it, because paths been made by cultivators. They say then that when they ascended it, they found the shrine of Dionysus, which it is said Dionysus founded in honor of himself, planting round it a circle of laurel trees which encloses just as much ground as suffices to contain a moderate sized temple. He also surrounded the laurels with a border of ivy and vines; and he set up inside an image of himself, knowing that in time the trees would grow together and make themselves into a kind of roof; and this had now formed itself, so that neither rain can wet nor wind blow upon the shrine. And there were sickles and wine-presses and their dedicated to Dionysus, as if to one who gathers grapes, all made of gold and silver. And the image resembled a youthful Indian, and was carved out of polished white stone.