See Also

Libraries that complement mktlib, grouped by role.

Polars Plugins (mktlib dependencies)

polars-rfft

Polars plugin wrapping RustFFT for FFT/IFFT as Polars expressions. Used by mktlib.data (fractional_random_walk) for Davies-Harte circulant embedding.

polars-sdist

Polars plugin wrapping statrs (PDF/CDF/PPF) and rand_distr (sampling) for statistical distributions as Polars expressions. Used by mktlib.data generators and ticks_to_ohlcv volume synthesis.

Technical Analysis

polars-talib (PyPI: polars_talib)

150+ TA-Lib indicators as native Polars expressions via Rust bindings. ~150x faster than pandas + talib for multi-symbol .over() workflows.

Data Validation

pandera[polars] (PyPI: pip install pandera[polars])

DataFrame schema validation and type hints for Polars. Define column types, value ranges, and custom checks as declarative schemas.