1.
[F#] DEV LIFE’S LITTLE PLEASURES
Natallie Baikevich,
F# enthusiast and financial dev
@lu_a_jalla

2.
WE ARE EVERYWHERE!

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 £17mln and buying $10mln?
• Buy $10mln
• Sell £16mln
• Spot Rate = 1.6
• GBP/USD =1.5945
• RGL = 88000
Pretty nice, isn’t 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
}

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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

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#6. JUST CHECKING UPDATES
.NET List [ResizeArray]
foreach(var update in updatesList)
{
doSomethingWith(update);
}
System.InvalidOperationException: Collection was modified; enumeration
operation may not execute.

17.
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)

18.
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

19.
The billion dollar mistake and co
MAKE ILLEGAL STATES UNREPRESENTABLE

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(NULL)
We have an Option to avoid nulls!

21.
#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 ->

22.
Summing up
LET THE COMPILER HELP YOU!

23.
WHAT’S 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

24.
QUESTIONS?