Fractional-driven stochastic processes have several use cases in finance like simulating the correlation between two stock prices. If one aims to simulate Ornstein-Uhlenbeck processes driven by fractional Wiener noise, then one has to face the issue that there does not exist any fOU generator in Python. Our goal is to build up a generator class for the fractional Ornstein-Uhlenbeck process, which is much faster and more accurate than the generators written in R and in Matlab according to some statistical tests. We also focus on the criterion that the procedure of the generation has to be fast and trustworthy according to any Hurst exponent from the entire (0,1) interval.