Created
May 20, 2020 04:37
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Technical test to get the aggregated stock results for a given symbol, originally done in C# but I tried it out in F#
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#r @"./packages/fsharp-data/netstandard2.0/Fsharp.Data.dll" | |
#r @"./packages/newtonsoft.json/netstandard2.0/Newtonsoft.Json.dll" | |
open System | |
open FSharp.Data | |
open Newtonsoft.Json.Linq | |
let timeSeriesUrl = "https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol=%s&outputsize=full&apikey=A3U8E3F7N3A85K86" | |
type TimeSeries = FSharp.Data.JsonProvider<"""{ | |
"2. high": "123.4567", | |
"3. low": "123.4567" | |
}"""> | |
let renderStockUrl symbol = | |
sprintf (Printf.StringFormat<string->string>(timeSeriesUrl)) symbol | |
let queryApi url = | |
FSharp.Data.Http.RequestString url | |
let parseStockResponse response = | |
let json = JObject.Parse response | |
let timeSeries = json.Item "Time Series (Daily)" | |
timeSeries.Children() | |
|> Seq.cast<JToken> | |
|> Seq.map(fun token -> token.ToObject<JProperty>()) | |
|> Seq.map(fun prop -> prop, TimeSeries.Parse(prop.Value.ToString())) | |
|> Seq.map(fun (prop, entry) -> DateTime.Parse prop.Name, entry.``2High``, entry.``3Low``) | |
let aggregateStockTimeSeries timeSeries = | |
timeSeries | |
|> Seq.groupBy(fun (date : DateTime, _, _) -> (date.Year, date.Month)) | |
|> Seq.map(fun ((year, month), values) -> | |
let date = DateTime(year, month, 1) | |
let minLow = values |> Seq.map(fun (_, _, low) -> low) |> Seq.maxBy(fun low -> low) | |
let maxHigh = values |> Seq.map(fun (_, high, _) -> high) |> Seq.maxBy(fun high -> high) | |
date, minLow, maxHigh) | |
let renderAggrigatedStockResultsFor symbol = | |
renderStockUrl symbol | |
|> queryApi | |
|> parseStockResponse | |
|> aggregateStockTimeSeries | |
|> Seq.iter(fun (date, low, high) -> printf "%s %M %M\n" (date.ToString("yyyy-MM")) low high) | |
renderAggrigatedStockResultsFor "MSFT" |
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