Lightweight ‘O/R Mapping’ in F# Interactive

by Dean 26. April 2010 21:15

I’ve been playing a lot with F# lately, particularly in the area of financial option modelling, which requires quite a lot of number crunching – a perfect scenario for tinkering around in F# interactive.

However, I need to get data out of my data store, and use it to create collections of records, that represent the data that I need.

This was becoming a little cumbersome, so I thought I’d create a little ORM function to do the trick

open System.Data.SqlClient
open Microsoft.FSharp.Reflection
 
let BuildData<'T> (connection:string, command:string) = 
    let conn = new SqlConnection(connection)
    let comm = new SqlCommand(command,conn)
    let recordType = typeof<'T>
    let fieldCount = FSharpType.GetRecordFields(recordType).Length
    conn.Open()
    let db = comm.ExecuteReader()
    let rec populate (reader:SqlDataReader) (l:'T list) = 
        match reader.Read() with
        | false -> l
        | _ -> 
            let vals = Array.create<obj> fieldCount null
            ignore(reader.GetValues(vals))
            let dataObj = FSharpValue.MakeRecord(recordType,vals) :?> 'T 
            let x = dataObj::l
            populate reader x
    let  data = populate db []
    conn.Close()
    data

run the above in interactive, and you’ll get

val BuildData : string * string -> 'T list

now lets give it a spin

 

type pricedata = { Price : Decimal; Symbol : String; PriceDate : DateTime }
let conn = "Data Source=DEAN-PC\SQLEXPRESS;Initial Catalog=StockData;Integrated Security=SSPI"
let comm = "select price, symbol, pricedate from symboldata where symbol = 'AA'"
let data = BuildData<pricedata>(conn,comm)

so we now have a strongly-typed collection, ready for pumping into our financial modelling functions

or alternatively, you could display the data in a grid :-

open System.Windows.Forms
 
let grid data =
    let form = new System.Windows.Forms.Form(Visible=true,TopMost=true)
    let g = new System.Windows.Forms.DataGrid(Dock = DockStyle.Fill, Visible=true)
    g.DataSource <- List.toArray data
    form.Controls.Add(g) 
 
grid data

and the result is like this

stockdata

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F# | DataBinding

Disclaimer
The opinions expressed herein are my own personal opinions and do not represent my employer's view in anyway.

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