Crate finance_datagen 

Pure-Rust core for finance-datagen.

This crate is deliberately polars-free: every generator emits Apache Arrow RecordBatch values. The Python bindings hand those RecordBatch objects to Python via the Arrow C Data Interface (PyCapsule) and Python constructs the polars DataFrame on its side. This avoids the polars-Rust / polars-Python ABI mismatch.

Re-exports

pub use error::DatagenError;

pub use error::DatagenResult;

pub use garch::GarchConfig;

pub use garch::GarchGenerator;

pub use gbm::GbmConfig;

pub use gbm::GbmGenerator;

pub use heston::HestonConfig;

pub use heston::HestonGenerator;

pub use ohlc::ohlc_from_close;

pub use ohlc::OhlcConfig;

Modules

arrow_util

Helpers for assembling Arrow RecordBatch values.

error

garch

GARCH(1,1) discrete-time return generator.

gbm

Geometric Brownian Motion price-path generator.

heston

Heston (1993) stochastic-volatility price-path generator.

ohlc

OHLCV construction utilities.

rng

schema

Shared Arrow schemas.