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Download stock prices as async sequence

The snippet uses asynchronous sequences (from F# AsyncExtensions) to download historical stock data from Yahoo. Data is downloaded in a buffered way on demand (as needed) and returned line by line. The sample then prints OHLC values for first 30 items.

Downloading lines as asynchronous sequence

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// F# Async Extensions (implement asynchronous sequences etc.)
// Available at: https://github.com/tpetricek/FSharp.AsyncExtensions
#r "FSharp.AsyncExtensions.dll"
open System
open System.Net
open System.Text
open FSharp.IO
open FSharp.Control
open Microsoft.FSharp.Control.WebExtensions

/// Asynchronously download lines of a specified file
/// (content is decuded using ASCII encoding)
let downloadLines (url:string) = asyncSeq {
  // Create HTTP request and get response asynchronously
  let req = HttpWebRequest.Create(url)
  use! resp = req.AsyncGetResponse()
  use stream = resp.GetResponseStream()

  let str = ref ""
  // Download content in 1kB buffers 
  for buffer in stream.AsyncReadSeq(1024) do
    // Decode buffer using ASCII and add to remaining text
    str := str.Value + String(Encoding.ASCII.GetChars(buffer)) + " "

    // Yield all lines except for the (incomplete) last one
    let parts = str.Value.Split([|'\n'; '\r'|], StringSplitOptions.RemoveEmptyEntries)
    for i in 0 .. parts.Length - 2 do
      yield parts.[i]

    // Save the unprocessed rest of text for the next iteration
    let rest = parts.[parts.Length - 1]
    str := rest.Substring(0, rest.Length - 1)

  // Yield the last line if it is not empty
  if str.Value <> "" then yield str.Value }

Getting stock prices from Yahoo

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// Yahoo URL with historical stock prices
let ystock = "http://ichart.finance.yahoo.com/table.csv?s="

// Download data for MSFT and skip the header line 
downloadLines (ystock + "MSFT")
|> AsyncSeq.skip 1
|> AsyncSeq.map (fun line ->
     // Split line into Open, High, Low, Close values
     let infos = line.Split(',')
     float infos.[1], float infos.[2], float infos.[3], float infos.[4])
// Take first 30 values and start printing asynchronously
|> AsyncSeq.take 30
|> AsyncSeq.iter (printfn "%A")
|> Async.Start
namespace System
namespace System.Net
namespace System.Text
namespace Microsoft.FSharp
namespace System.IO
namespace Microsoft.FSharp.Control
namespace Microsoft
module WebExtensions

from Microsoft.FSharp.Control
val downloadLines : url:string -> 'a

Full name: Script.downloadLines


 Asynchronously download lines of a specified file
 (content is decuded using ASCII encoding)
val url : string
Multiple items
val string : value:'T -> string

Full name: Microsoft.FSharp.Core.Operators.string

--------------------
type string = String

Full name: Microsoft.FSharp.Core.string
type HttpWebRequest =
  inherit WebRequest
  member Abort : unit -> unit
  member Accept : string with get, set
  member AddRange : range:int -> unit + 7 overloads
  member Address : Uri
  member AllowAutoRedirect : bool with get, set
  member AllowWriteStreamBuffering : bool with get, set
  member AutomaticDecompression : DecompressionMethods with get, set
  member BeginGetRequestStream : callback:AsyncCallback * state:obj -> IAsyncResult
  member BeginGetResponse : callback:AsyncCallback * state:obj -> IAsyncResult
  member ClientCertificates : X509CertificateCollection with get, set
  ...

Full name: System.Net.HttpWebRequest
WebRequest.Create(requestUri: Uri) : WebRequest
WebRequest.Create(requestUriString: string) : WebRequest
Multiple items
val ref : value:'T -> 'T ref

Full name: Microsoft.FSharp.Core.Operators.ref

--------------------
type 'T ref = Ref<'T>

Full name: Microsoft.FSharp.Core.ref<_>
Multiple items
type String =
  new : value:char -> string + 7 overloads
  member Chars : int -> char
  member Clone : unit -> obj
  member CompareTo : value:obj -> int + 1 overload
  member Contains : value:string -> bool
  member CopyTo : sourceIndex:int * destination:char[] * destinationIndex:int * count:int -> unit
  member EndsWith : value:string -> bool + 2 overloads
  member Equals : obj:obj -> bool + 2 overloads
  member GetEnumerator : unit -> CharEnumerator
  member GetHashCode : unit -> int
  ...

Full name: System.String

--------------------
String(value: nativeptr<char>) : unit
String(value: nativeptr<sbyte>) : unit
String(value: char []) : unit
String(c: char, count: int) : unit
String(value: nativeptr<char>, startIndex: int, length: int) : unit
String(value: nativeptr<sbyte>, startIndex: int, length: int) : unit
String(value: char [], startIndex: int, length: int) : unit
String(value: nativeptr<sbyte>, startIndex: int, length: int, enc: Encoding) : unit
type Encoding =
  member BodyName : string
  member Clone : unit -> obj
  member CodePage : int
  member DecoderFallback : DecoderFallback with get, set
  member EncoderFallback : EncoderFallback with get, set
  member EncodingName : string
  member Equals : value:obj -> bool
  member GetByteCount : chars:char[] -> int + 3 overloads
  member GetBytes : chars:char[] -> byte[] + 5 overloads
  member GetCharCount : bytes:byte[] -> int + 2 overloads
  ...

Full name: System.Text.Encoding
property Encoding.ASCII: Encoding
Encoding.GetChars(bytes: byte []) : char []
Encoding.GetChars(bytes: byte [], index: int, count: int) : char []
Encoding.GetChars(bytes: nativeptr<byte>, byteCount: int, chars: nativeptr<char>, charCount: int) : int
Encoding.GetChars(bytes: byte [], byteIndex: int, byteCount: int, chars: char [], charIndex: int) : int
type StringSplitOptions =
  | None = 0
  | RemoveEmptyEntries = 1

Full name: System.StringSplitOptions
field StringSplitOptions.RemoveEmptyEntries = 1
val ystock : string

Full name: Script.ystock
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val float : value:'T -> float (requires member op_Explicit)

Full name: Microsoft.FSharp.Core.Operators.float

--------------------
type float = Double

Full name: Microsoft.FSharp.Core.float

--------------------
type float<'Measure> = float

Full name: Microsoft.FSharp.Core.float<_>
val printfn : format:Printf.TextWriterFormat<'T> -> 'T

Full name: Microsoft.FSharp.Core.ExtraTopLevelOperators.printfn
Multiple items
type Async
static member AsBeginEnd : computation:('Arg -> Async<'T>) -> ('Arg * AsyncCallback * obj -> IAsyncResult) * (IAsyncResult -> 'T) * (IAsyncResult -> unit)
static member AwaitEvent : event:IEvent<'Del,'T> * ?cancelAction:(unit -> unit) -> Async<'T> (requires delegate and 'Del :> Delegate)
static member AwaitIAsyncResult : iar:IAsyncResult * ?millisecondsTimeout:int -> Async<bool>
static member AwaitTask : task:Task<'T> -> Async<'T>
static member AwaitWaitHandle : waitHandle:WaitHandle * ?millisecondsTimeout:int -> Async<bool>
static member CancelDefaultToken : unit -> unit
static member Catch : computation:Async<'T> -> Async<Choice<'T,exn>>
static member FromBeginEnd : beginAction:(AsyncCallback * obj -> IAsyncResult) * endAction:(IAsyncResult -> 'T) * ?cancelAction:(unit -> unit) -> Async<'T>
static member FromBeginEnd : arg:'Arg1 * beginAction:('Arg1 * AsyncCallback * obj -> IAsyncResult) * endAction:(IAsyncResult -> 'T) * ?cancelAction:(unit -> unit) -> Async<'T>
static member FromBeginEnd : arg1:'Arg1 * arg2:'Arg2 * beginAction:('Arg1 * 'Arg2 * AsyncCallback * obj -> IAsyncResult) * endAction:(IAsyncResult -> 'T) * ?cancelAction:(unit -> unit) -> Async<'T>
static member FromBeginEnd : arg1:'Arg1 * arg2:'Arg2 * arg3:'Arg3 * beginAction:('Arg1 * 'Arg2 * 'Arg3 * AsyncCallback * obj -> IAsyncResult) * endAction:(IAsyncResult -> 'T) * ?cancelAction:(unit -> unit) -> Async<'T>
static member FromContinuations : callback:(('T -> unit) * (exn -> unit) * (OperationCanceledException -> unit) -> unit) -> Async<'T>
static member Ignore : computation:Async<'T> -> Async<unit>
static member OnCancel : interruption:(unit -> unit) -> Async<IDisposable>
static member Parallel : computations:seq<Async<'T>> -> Async<'T []>
static member RunSynchronously : computation:Async<'T> * ?timeout:int * ?cancellationToken:CancellationToken -> 'T
static member Sleep : millisecondsDueTime:int -> Async<unit>
static member Start : computation:Async<unit> * ?cancellationToken:CancellationToken -> unit
static member StartAsTask : computation:Async<'T> * ?taskCreationOptions:TaskCreationOptions * ?cancellationToken:CancellationToken -> Task<'T>
static member StartChild : computation:Async<'T> * ?millisecondsTimeout:int -> Async<Async<'T>>
static member StartChildAsTask : computation:Async<'T> * ?taskCreationOptions:TaskCreationOptions -> Async<Task<'T>>
static member StartImmediate : computation:Async<unit> * ?cancellationToken:CancellationToken -> unit
static member StartWithContinuations : computation:Async<'T> * continuation:('T -> unit) * exceptionContinuation:(exn -> unit) * cancellationContinuation:(OperationCanceledException -> unit) * ?cancellationToken:CancellationToken -> unit
static member SwitchToContext : syncContext:SynchronizationContext -> Async<unit>
static member SwitchToNewThread : unit -> Async<unit>
static member SwitchToThreadPool : unit -> Async<unit>
static member TryCancelled : computation:Async<'T> * compensation:(OperationCanceledException -> unit) -> Async<'T>
static member CancellationToken : Async<CancellationToken>
static member DefaultCancellationToken : CancellationToken

Full name: Microsoft.FSharp.Control.Async

--------------------
type Async<'T>

Full name: Microsoft.FSharp.Control.Async<_>
static member Async.Start : computation:Async<unit> * ?cancellationToken:Threading.CancellationToken -> unit

More information

Link:http://fssnip.net/7X
Posted:5 years ago
Author:Tomas Petricek
Tags: async , asynchronous , asynchronous sequence , asyncseq , ohlc , stock , download , yahoo