Mar 2026 - Oct 2026

GitHub repository

Rust-accelerated temporal join engine for point-in-time ML feature pipelines: join trades, quotes, and signals without look-ahead bias, in batch or streaming.

Rust as-of join engine with O(n+m) merge-scan kernels, zero-copy Arrow via the PyCapsule interface, and lock-free UnsafeCell writes across Rayon workers
Streaming incremental join with watermark-based emission, per-symbol state, and configurable lateness tolerance; streaming output verified identical to batch
132 Rust tests, including property-based checks of every kernel against reference implementations