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[F#] Dev Life's Little Pleasures

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Natallie Baikevich

1) The document discusses various topics related to programming in F#, including currency exchange rate calculations, use of units of measure, generics, immutable data structures, pattern matching, and discriminated unions. 2) It provides code examples for calculating foreign exchange rates, loading stock data from Yahoo, and sending messages with different status types. 3) The document emphasizes techniques in F# for making illegal states unrepresentable, avoiding null references, and letting the compiler help catch errors through features like complete pattern matching.

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[F#] DEV LIFES LITTLE PLEASURES Natallie Baikevich, F# enthusiast and financial dev @lu_a_jalla
WE ARE EVERYWHERE!
THINGS TO CARE ABOUT: Correctness Efficiency Safety Conciseness Simplicity
Based on true stories WHEN YOU MEET THE REAL WORLD
#1. THE SPREADSHEET How to gain by selling 贈17mln and buying $10mln? Buy $10mln Sell 贈16mln Spot Rate = 1.6 GBP/USD =1.5945 RGL = 88000 Pretty nice, isnt it?
#1. THE CODE let buyAmount, sellAmount = 10000000.0, 16000000.0 let spotRate = sellAmount / buyAmount // 1.6 let exchRate = 1.5945 let rgl amount spotRate exchRate = amount * (spotRate - exchRate) rgl sellAmount spotRate exchRate |> printfn "%A" // 88000.0
UNITS OF MEASURE [<Measure>] type USD [<Measure>] type GBP let buyAmount, sellAmount = 10000000.0<USD>, 16000000.0<GBP> let spotRate = sellAmount / buyAmount let exchRate = 1.5945<USD/GBP> let rgl amount spotRate exchRate = amount * (spotRate exchRate)
UNITS OF MEASURE - FIXED [<Measure>] type USD [<Measure>] type GBP let buyAmount, sellAmount = 10000000.0<USD>, 16000000.0<GBP> let spotRate = buyAmount / sellAmount let exchRate = 1.5945<USD/GBP> let rgl amount spotRate exchRate = amount * (spotRate exchRate) // -15512000.0
#2. THE OPPORTUNITIES The same trick works for yield quotes! Get a 100 times greater coupon. Or smaller. Whatever. 1 = 100% 1 % = 100 bp Or add <pct> and <bp>.
The copy-paste is still around, so GO FOR GENERICS!
WHAT MAKES A PROGRAM WRITE ITSELF?
#3. THE BOILERPLATE DevExpress layouts: Save/Restore DockManager: public void SaveLayoutToStream(Stream stream); public void RestoreLayoutFromStream(Stream stream); Grid: public void SaveLayoutToStream(Stream stream); public void RestoreLayoutFromStream(Stream stream);
#4. LOADING STOCK DATA FROM YAHOO type Price = { Oct 10, 2013 Date: DateTime parse DateTime 33.31 parse float 33.38 parse float Open: float High: float Low: float Close: float Volume: float AdjClose: float option }
MEET GENERIC RESTRICTIONS let inline tryParse str = let mutable res = Unchecked.defaultof<_> let ok = (^a: (static member TryParse: string * byref< ^a > -> bool) (str, &res)) res match s.Split ',' with | [| date; o; h; l; c; v; adj |] -> Some { Date = tryParse date; Open = tryParse o; High = tryParse h; }
Good and Evil MUTABILITY / STATE / MORE
[F#] Dev Life's Little Pleasures
#6. JUST CHECKING UPDATES .NET List [ResizeArray] foreach(var update in updatesList) { doSomethingWith(update); } System.InvalidOperationException: Collection was modified; enumeration operation may not execute.
WHEN CHOOSE WHAT Immutable Mutable Safe Simple to read Performance optimizations (e.g. Dictionary vs Map) Efficient data structures: Interop Check fsharpx F# Core extensions (ExtCore)
HOW let for values types: tuples, records, DUs core & community collections and data structures (list, map, set and more) Scala F# val let var let mutable
The billion dollar mistake and co MAKE ILLEGAL STATES UNREPRESENTABLE
(NULL) We have an Option to avoid nulls!
#8. SEND A MESSAGE match status with | Pending -> | Verified -> doSomething() Pattern matching & Discriminated Unions FTW! FS0025: Incomplete pattern matches on this expression. For example, the value '(_,Released) type Status = | Pending | Verified of User | Released of User * DateTime match msg with | text, Verified user ->
Summing up LET THE COMPILER HELP YOU!
WHATS NEXT? The big ones: Type Providers For those who is crazy about types: F* Getting Started: The F# Software Foundation: http://fsharp.org/ Try F# in your browser: http://www.tryfsharp.org/ Snippets: http://www.fssnip.net/ Join Twitter discussions: #fsharp
QUESTIONS?

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[F#] Dev Life's Little Pleasures

  • 1. [F#] DEV LIFES LITTLE PLEASURES Natallie Baikevich, F# enthusiast and financial dev @lu_a_jalla
  • 3. THINGS TO CARE ABOUT: Correctness Efficiency Safety Conciseness Simplicity
  • 4. Based on true stories WHEN YOU MEET THE REAL WORLD
  • 5. #1. THE SPREADSHEET How to gain by selling 贈17mln and buying $10mln? Buy $10mln Sell 贈16mln Spot Rate = 1.6 GBP/USD =1.5945 RGL = 88000 Pretty nice, isnt it?
  • 6. #1. THE CODE let buyAmount, sellAmount = 10000000.0, 16000000.0 let spotRate = sellAmount / buyAmount // 1.6 let exchRate = 1.5945 let rgl amount spotRate exchRate = amount * (spotRate - exchRate) rgl sellAmount spotRate exchRate |> printfn "%A" // 88000.0
  • 7. UNITS OF MEASURE [<Measure>] type USD [<Measure>] type GBP let buyAmount, sellAmount = 10000000.0<USD>, 16000000.0<GBP> let spotRate = sellAmount / buyAmount let exchRate = 1.5945<USD/GBP> let rgl amount spotRate exchRate = amount * (spotRate exchRate)
  • 8. UNITS OF MEASURE - FIXED [<Measure>] type USD [<Measure>] type GBP let buyAmount, sellAmount = 10000000.0<USD>, 16000000.0<GBP> let spotRate = buyAmount / sellAmount let exchRate = 1.5945<USD/GBP> let rgl amount spotRate exchRate = amount * (spotRate exchRate) // -15512000.0
  • 9. #2. THE OPPORTUNITIES The same trick works for yield quotes! Get a 100 times greater coupon. Or smaller. Whatever. 1 = 100% 1 % = 100 bp Or add <pct> and <bp>.
  • 10. The copy-paste is still around, so GO FOR GENERICS!
  • 11. WHAT MAKES A PROGRAM WRITE ITSELF?
  • 12. #3. THE BOILERPLATE DevExpress layouts: Save/Restore DockManager: public void SaveLayoutToStream(Stream stream); public void RestoreLayoutFromStream(Stream stream); Grid: public void SaveLayoutToStream(Stream stream); public void RestoreLayoutFromStream(Stream stream);
  • 13. #4. LOADING STOCK DATA FROM YAHOO type Price = { Oct 10, 2013 Date: DateTime parse DateTime 33.31 parse float 33.38 parse float Open: float High: float Low: float Close: float Volume: float AdjClose: float option }
  • 14. MEET GENERIC RESTRICTIONS let inline tryParse str = let mutable res = Unchecked.defaultof<_> let ok = (^a: (static member TryParse: string * byref< ^a > -> bool) (str, &res)) res match s.Split ',' with | [| date; o; h; l; c; v; adj |] -> Some { Date = tryParse date; Open = tryParse o; High = tryParse h; }
  • 15. Good and Evil MUTABILITY / STATE / MORE
  • 17. #6. JUST CHECKING UPDATES .NET List [ResizeArray] foreach(var update in updatesList) { doSomethingWith(update); } System.InvalidOperationException: Collection was modified; enumeration operation may not execute.
  • 18. WHEN CHOOSE WHAT Immutable Mutable Safe Simple to read Performance optimizations (e.g. Dictionary vs Map) Efficient data structures: Interop Check fsharpx F# Core extensions (ExtCore)
  • 19. HOW let for values types: tuples, records, DUs core & community collections and data structures (list, map, set and more) Scala F# val let var let mutable
  • 20. The billion dollar mistake and co MAKE ILLEGAL STATES UNREPRESENTABLE
  • 21. (NULL) We have an Option to avoid nulls!
  • 22. #8. SEND A MESSAGE match status with | Pending -> | Verified -> doSomething() Pattern matching & Discriminated Unions FTW! FS0025: Incomplete pattern matches on this expression. For example, the value '(_,Released) type Status = | Pending | Verified of User | Released of User * DateTime match msg with | text, Verified user ->
  • 23. Summing up LET THE COMPILER HELP YOU!
  • 24. WHATS NEXT? The big ones: Type Providers For those who is crazy about types: F* Getting Started: The F# Software Foundation: http://fsharp.org/ Try F# in your browser: http://www.tryfsharp.org/ Snippets: http://www.fssnip.net/ Join Twitter discussions: #fsharp