Function write_market_paths_to_parquet 

pub fn write_market_paths_to_parquet(
    paths: Vec<(i32, i32, f64, f64, f64, f64)>,
    output_path: &Path,
) -> Result<(), Box<dyn Error + Send + Sync>>

Write pre-computed market paths to a Parquet file.

paths is a flat list of per-path rows. Each row is (path_id, step, time, price, volatility, hawkes_lambda) where:

• volatility is f64::NAN for GBM paths
• hawkes_lambda is f64::NAN for non-Hawkes processes; for HawkesGBM it holds the effective fill-arrival intensity lambda(t) = a + excitation(t).

Schema

path_id : Int32 step : Int32 time : Float64 price : Float64 volatility : Float64 (NaN when not applicable) hawkes_lambda: Float64 (NaN when not applicable)

The parent directory is created automatically.