stochastic-rs 2.2.0

A Rust library for quant finance and simulating stochastic processes.
Documentation
---
title: Installation (Python)
description: Install the stochastic-rs Python bindings — pre-built wheels via pip, or build locally with maturin and Bun-equivalent uv-pip workflow.
category: concept
since: 2.0.0
status: stable
---

# Installation (Python)

The `stochastic_rs` Python package wraps the Rust crates via PyO3. At
**v2.0** the surface covers **210 entries** — 198
PyO3 classes plus 12 free functions across distributions, stochastic
processes, pricers, calibrators, copulas, and stats.

## From PyPI (pre-built wheels)

```bash
pip install stochastic-rs
```

Wheels are published for:

- **CPython** 3.10 / 3.11 / 3.12 / 3.13
- **Linux** (manylinux x86_64, aarch64), **macOS** (universal2),
  **Windows** (x86_64)

If your platform / ABI combination is missing, `pip` will fall back to
building from source — that needs a Rust toolchain.

## Build from source

You need the Rust toolchain (`rustup`), Python ≥ 3.10, and `maturin`.

```bash
git clone https://github.com/dancixx/stochastic-rs.git
cd stochastic-rs

python -m venv .venv
source .venv/bin/activate

pip install maturin
maturin develop --release --manifest-path stochastic-rs-py/Cargo.toml
```

The `manifest-path` flag is required because the Python crate lives in a
sub-folder of the workspace. After this completes, `import stochastic_rs`
will use the just-built shared library.

## Verify

```python
import stochastic_rs as srs
import numpy as np

p = srs.Ou(theta=2.0, mu=0.0, sigma=1.0, n=1000, x0=0.0, t=1.0)
path = p.sample()
assert isinstance(path, np.ndarray)
assert path.shape == (1000,)
print("OK", path.mean(), path.std())
```

If this prints two finite numbers, you are good. Continue with the
[Quickstart](/docs/getting-started/quickstart).

## NumPy interop

All `sample()` calls return `numpy.ndarray`. Bulk samplers
(`sample_par(m, n)`) return `(m, n)`-shaped arrays. The dtype is
`float64` by default; pass `dtype="f32"` for `float32` paths where the
underlying sampler supports it (most distributions and processes do).