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LinkedIn Learning

Developing Financial Applications in F#

via LinkedIn Learning

Overview

Learn to develop simple financial applications with F#, like the Twitter bot featured in this course.

F# is a functional-first programming language developed by Microsoft and used extensively in financial analysis and financial applications. F# expert developer Kit Eason steps you through the process of developing a simple F# financial application: a Twitter bot that charts stock price changes and respond to tweets with some simple descriptors of the stock performance, including gain/loss and highs/lows. Along the way, you'll learn the basics of F# syntax, including values, arrays, functions, and expressions, and how to test your code, analyze and chart third-party data. The lessons also provide a primer to concepts like test-driven development and railway-oriented programming—best practices for any F# development workflow.

Syllabus

Introduction
  • Welcome
  • Target audience and prerequisites
  • Exercise files
  • Working with software updates
1. Get Started with F#
  • Defining values and calling functions
  • Discriminated union and pattern matching
  • Record type and arrays
  • Forward piping
  • Array mapping and iteration
  • If-else expressions
  • Exception handling
  • Option types
  • The bot and type signatures
2. Build a Simple Parser with Unit Testing
  • Visual F# Power Tools and NCrunch
  • Install NUnit
  • Write a trivial NUnit test
  • Write a real test
  • Write a parser
  • Refactor tests
  • Handle unhappy paths with generic discriminated unions
  • Test unhappy paths
  • Extend and check test coverage
  • Challenge
  • Solution
3. Use F# CSV Type Provider to Get Data
  • Recap and code tidy-up
  • Introducing Quandl
  • Using the CSV type provider to get data
  • Wrapping the GetData function in a Choice.Result
  • Challenge
  • Solution
4. Analyze Data with F# Collection Functions
  • Define a type to model a data summary
  • Use collection functions to generate the summary
  • Use .fsx scripts to run code experimentally
  • Challenge
  • Solution
5. Use RStats Provider and ggplot2 to Plot Data
  • RStats and ggplot2
  • Develop the chart generator
  • Make a run harness for the chart generator
  • Challenge
  • Solution
6. Use BoxKite with Twitter
  • Create a Twitter application
  • Use credentials to connect to Twitter
  • React to directed tweets
7. Deploy a Working Bot
  • Assemble functions into a reply function
  • Call the reply function
  • Try the bot running locally
  • Deploy the bot to Azure
  • Understanding ROP
Conclusion
  • Next steps

Taught by

Kit Eason

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