How to create polars DataFrame with Vec<Vec<f64>> as a Series - dataframe

Question

I desire a DataFrame like so:
timestamp | bids | asks | ticker
-------------------------------------------------------------------
1598215600 | [[10, 20], [15, 30]] | [[20, 10], [25, 20]] | "AAPL"
1598222400 | [[11, 25], [16, 35]] | [[22, 15], [28, 25]] | "MSFT"
1598229200 | [[12, 30], [18, 40]] | [[24, 20], [30, 30]] | "GOOG"
The bids Series has a Vec<Vec> structure, which in plain words is a vector that holds a pair (another vector) of the price and amount (two values).
What is the required rust code to create this? If possible answer in rust, but python works too I guess I can recreate it.

Answer 1

I'm new to rust so it's possible this is not optimal.
From looking around it seems like ChunkedArray may be the way to go?
use polars::prelude::*;
fn build_column(rows: &Vec<[[i64; 2]; 2]>) -> Series {
ListChunked::from_iter(rows.into_iter().map(|row| {
ListChunked::from_iter(
row.into_iter()
.map(|values| Int64Chunked::from_slice("", values).into_series()),
)
.into_series()
}))
.into_series()
}
fn main() -> PolarsResult<()> {
let asks = vec![
[[20, 10], [25, 20]],
[[22, 15], [28, 25]],
[[24, 20], [30, 30]],
];
let bids = vec![
[[10, 20], [15, 30]],
[[11, 25], [16, 35]],
[[12, 30], [18, 40]],
];
let df = df!(
"timestamp" => [1598215600, 1598222400, 1598229200],
"asks" => build_column(&asks),
"bids" => build_column(&bids),
"ticker" => ["AAPL", "MSFT", "GOOG"]
);
println!("{:?}", df);
Ok(())
}
Ok(shape: (3, 4)
┌────────────┬──────────────────────┬──────────────────────┬────────┐
│ timestamp ┆ asks ┆ bids ┆ ticker │
│ --- ┆ --- ┆ --- ┆ --- │
│ i32 ┆ list[list[i64]] ┆ list[list[i64]] ┆ str │
╞════════════╪══════════════════════╪══════════════════════╪════════╡
│ 1598215600 ┆ [[20, 10], [25, 20]] ┆ [[10, 20], [15, 30]] ┆ AAPL │
│ 1598222400 ┆ [[22, 15], [28, 25]] ┆ [[11, 25], [16, 35]] ┆ MSFT │
│ 1598229200 ┆ [[24, 20], [30, 30]] ┆ [[12, 30], [18, 40]] ┆ GOOG │
└────────────┴──────────────────────┴──────────────────────┴────────┘)