val fsi : Compiler.Interactive.InteractiveSession

Full name: Microsoft.FSharp.Compiler.Interactive.Settings.fsi

Analysing
Big Time-Series Data
in the Cloud






Tomas Petricek, fsharpWorks
@tomaspetricek | tomasp.net | fsharpworks.com

F# is a general purpose language

Why F# for analytical components?

F# Software Foundation

  • Language design and compiler
  • Editor and tool creators
  • Commercial user contributions
  • Open-source community



www.fsharp.org | @fsharporg | #fsharp

DEMO

UK housing crisis
(April 2016)

www.ionide.io


Atom and VS Code bindings for F#

Open with support for community tooling



HTML formatters


Supported in Ionide and FsLab Journals

Planned support in Jupyter notebooks

HTML formatters


1: 
2: 
3: 

fsi.AddHtmlPrinter(fun (table:Table) ->
  [ "style", "<style>td { color:red; }</style>" ],
  table.InlineHtml )

DEMO

UK housing crisis
(1995 - 2016)

Deedle and Big Deedle


Exploratory data frame and time-series library

In-memory data and virtual data sources


Define addressing IRangeKeyOperations<'A>
and data souurces IVirtualVectorSource<'T>

DEMO

Processing house
prices in the cloud

async { .. }
cloud { .. }

www.mbrace.io


Data scripting for the cloud

Cloud computations, data flow streams



DEMO

Tick trades with bid/ask
(WDC 2010-2015)

Run your computations
where your data is

Integrate with anything
via type providers

Analysing big data with F#

  • fsharp.org for expressive, efficient & correct code
  • ionide.io for modern extensible tooling
  • fslab.org for all things data science
  • mbrace.io for interactive scalable computing
  • Deedle for time-series and data frames
  • R Provider for world-class stats packages
  • XPlot for rich HTML5 charting

software stacks trainings

mac and linux cross platform tutorials

F# Software Foundation

user groups open source Xamarin

community www.fsharp.org research

support contributions diversity

Thank you!


  • FP Lab Hour - 13:40, room 10
  • FP Session - Elixir and more, room 3
  • fsharpWorks - trainings & consulting



Tomas Petricek

tomasp.net | fsharpworks.com
@tomaspetricek | tomas@tomasp.net