Downloading stock prices in F# - Part VI - Code posted

Other parts:

• Part I - Data modeling
• Part II - Html scraping
• Part III - Async loader for prices and divs
• Part IV - Async loader for splits
• Part V - Adjusting historical data

An un­named friend told me that I should stop post­ing small snip­pets of code and in­stead post en­tire so­lu­tions on CodeGallery. I did it for this one and here is the link.

Here is what’s in the zip file:

• BackTestF - main li­brary to down­load stock prices

• Common.fs - com­mon things used in the rest of the pro­ject (i.e. data mod­el­ing and com­mon funcs)

• html.fs - func­tions to scrap html ta­bles, rows and cells

• loader.fs - this is where the main async down­load­ing al­go­rithms are im­ple­mented

• per­sis­tence.fs - async sav­ing and load­ing of stock prices to files

• al­go­rithms.fs - async cal­cu­la­tions of com­pound yearly re­turns given tick­ers and dates

• dot­NetWrap­per.fs - gives a .NET friendly in­ter­face to the whole li­brary so that you can use it from C#/VB.NET

• Tests - too few test­cases run­ning on xU­nit (you need to down­load xU­nit sep­a­rately to run them

• ReturnCalculator - sim­ple con­sole ap­pli­ca­tion to show us­age of the li­brary

• Bob - rough win­forms UI ap­pli­ca­tion that uses the li­brary. An un­named friend (Jonathan) promised me that he was go­ing to cre­ate a UI for my lit­tle li­brary. My re­quire­ments were very sim­ple: I want the best UI app of this cen­tury, one that fully takes ad­van­tage of the async na­ture of my code. Bob does­n’t fully sat­isfy my re­quire­ments yet 🙂

The code in per­sis­tence.fs, al­go­rithms.fs and es­pe­cially dot­netwrap­per.fs is pretty rough and un­in­ter­est­ing. This is why I don’t blog about it. I re­serve the right to do it if I get around to clean it up.

Tags

• FSHARP
• FINANCIAL

3 Comments

Comments

Luca Bolognese's WebLog : Down

2008-10-20T18:50:04Z

PingBack from http://​blogs.msdn.com/​lu­cabol/​archive/​2008/​09/​26/​down­load­ing-stock-prices-in-f-part-v-ad­just­ing-his­tor­i­cal-data.aspx

lefromage

2008-10-29T14:20:56Z

Could not lo­cate the as­sem­bly “FSharp.PowerPack, Version=1.9.6.8, Culture=neutral, PublicKeyToken=a19089b1c74d0809”. Check to make sure the as­sem­bly ex­ists on disk. If this ref­er­ence is re­quired by your code, you may get com­pi­la­tion er­rors.

lucabol

2008-10-29T15:10:35Z

Just delete the ref­er­ence to the as­sem­bly from the pro­ject and add it again.