“Chaining” asynchronous functions in F#

Question

I have created a function in F# to recover historical data from Yahoo (the classic asynchronous example for F#):

let getCSV ticker dStart dEnd =
async   {
           


        

Answer 1

If you defined your getReturns function like this...

let getReturns (prices:Async<(DateTime * float) list>) = async {
    let! prices = prices
    return [for i in 1..(prices.Length-1) -> i]
           |> List.map (fun i ->(fst (List.nth prices i), (snd (List.nth prices i))/(snd (List.nth prices (i-1)))))
}

Then you would be able to do this:

let test=
    ["MSFT";"YHOO"]
    |> List.map (fun x -> getCSV x (DateTime(2000, 1, 1)) (DateTime(2010, 1, 1)))
    |> List.map getReturns
    |> Async.Parallel
    |> Async.RunSynchronously

You could clean it up further by changing getCSV so that ticker is the last parameter instead of the first. This allows you to partially apply the date arguments to produce a function that only requires a ticker to execute. Then you can chain that function with getReturns.

let test =
    let getRange = getCSV (DateTime(2000, 1, 1)) (DateTime(2010, 1, 1))
    ["MSFT"; "YHOO"]
    |> List.map (getRange >> getReturns)
    |> Async.Parallel
    |> Async.RunSynchronously

Edit:

All those List.nth calls in your getReturns function make me itchy. I'd rather use pattern-matching myself. I think you could write that function like this instead:

let getReturns2 (prices: Async<(DateTime * float) list>) = async {
    let! prices = prices
    let rec loop items output =
        match items with
        | (_, last) :: (time, current) :: rest ->
            loop rest ((time, (last / current)) :: output)
        | [ item ] ->
            List.rev (item :: output)
        | [] ->
            List.rev output
    return loop prices []
}