open System // ------------------------------------------------------------------ // Implementation of the DSL /// Defines how a contract can be constructed type Contract = | Trade of string * float | Opposite of Contract | After of DateTime * Contract | Until of DateTime * Contract | Combine of Contract * Contract /// Evaluate contract on a specific day let rec run contract (day:DateTime) = seq { match contract with | Trade(what, amount) -> yield what, amount | Opposite(contract) -> for what, amount in run contract day do yield what, amount * -1.0 | After(dt, contract) -> if day >= dt then yield! run contract day | Until(dt, contract) -> if day <= dt then yield! run contract day | Combine(contract1, contract2) -> yield! run contract1 day yield! run contract2 day } // Functions for creating basic contracts let trade (what, amount) = Trade(what, amount) let after dt contract = After(dt, contract) let until dt contract = Until(dt, contract) let opposite contract = Opposite(contract) let (\$) c1 c2 = Combine(c1, c2) // Functions for creating advanced contracts let purchase (what, amount) = trade(what, amount) let sell (what, amount) = trade(what, amount) |> opposite let onDate dt contract = after dt (until dt contract) let repeatedly (start:DateTime) (span:TimeSpan) times contract = [ for n in 0 .. times -> onDate (start + TimeSpan(span.Ticks * int64 n)) contract ] |> Seq.reduce (\$) let purchaseOn date what = onDate date (purchase what) let sellOn date what = onDate date (sell what) let purchaseRepeatedly dt ts n what = repeatedly dt ts n (purchase what) // ------------------------------------------------------------------ // Example - evaluating contracts // Simple contracts representing sale and repeated purchase let msft = sellOn (DateTime(2012, 4, 21)) ("MSFT", 350.0) let appl = purchaseRepeatedly (DateTime(2012, 4, 23)) (TimeSpan.FromDays(7.0)) 10 ("AAPL", 220.0) // Combination of the two above contracts in one let itcontract = sellOn (DateTime(2012, 4, 30)) ("MSFT", 23.0) \$ purchaseRepeatedly (DateTime(2012, 4, 23)) (TimeSpan.FromDays(7.0)) 10 ("AAPL", 220.0)