Historical Volatility

The code snippet is capable of calculating historical volatility using Close Price, High Low Price and Close High Low Price methods. Simply provide symbol, start date and end date of the specific volatility method and it extracts the market data from the yahoo service and calculated the volatility.

Copy Source
Copy Link
Tools:
  1: open System
  2: open System.IO
  3: open System.Xml
  4: open System.Text
  5: open System.Net
  6: open System.Globalization
  7: 
  8: let makeUrl symbol (dfrom:DateTime) (dto:DateTime) = 
  9:     //Uses the not-so-known chart-data:
 10:     new Uri("http://ichart.finance.yahoo.com/table.csv?s=" + symbol + 
 11:        "&e=" + dto.Day.ToString() + "&d=" + dto.Month.ToString() + "&f=" + dto.Year.ToString() +
 12:        "&g=d&b=" + dfrom.Day.ToString() + "&a=" + dfrom.Month.ToString() + "&c=" + dfrom.Year.ToString() + 
 13:        "&ignore=.csv")
 14: 
 15: let fetch (url : Uri) = 
 16:     let req = WebRequest.Create (url) :?> HttpWebRequest
 17:     use stream = req.GetResponse().GetResponseStream()
 18:     use reader = new StreamReader(stream)
 19:     reader.ReadToEnd()
 20: 
 21: let reformat (response:string) = 
 22:     let split (mark:char) (data:string) = 
 23:         data.Split(mark) |> Array.toList
 24:     response |> split '\n' 
 25:     |> List.filter (fun f -> f<>"") 
 26:     |> List.map (split ',') 
 27:     
 28: let getRequest uri = (fetch >> reformat) uri
 29: 
 30: type MarketData =
 31:     {Date: DateTime;
 32:      Open: double;
 33:      High: double;
 34:      Low: double;
 35:      Close: double;
 36:      Volume: int;
 37:      AdjClose: double;}
 38: 
 39: let converter (data:List<List<string>>) =
 40:     [for dataArray in data.Tail do
 41:         yield {Date = DateTime.ParseExact(dataArray.[0],"yyyy-MM-dd",CultureInfo.InvariantCulture);
 42:           Open = System.Convert.ToDouble(dataArray.[1]);
 43:           High = System.Convert.ToDouble(dataArray.[2]);
 44:           Low = System.Convert.ToDouble(dataArray.[3]);
 45:           Close = System.Convert.ToDouble(dataArray.[4]);
 46:           Volume = System.Convert.ToInt32(dataArray.[5]);
 47:           AdjClose = System.Convert.ToDouble(dataArray.[6])}]
 48: 
 49: //Example: Microsoft, from 2010-03-20 to 2010-04-21
 50: //getMarketData "MSFT" (new DateTime(2010,1,1)) (new DateTime(2010,1,30));;
 51: let getMarketData symbol fromDate toDate = makeUrl symbol fromDate toDate  |> getRequest |> converter
 52: 
 53: //highLowVolatility "MSFT" (new DateTime(2010,1,1)) (new DateTime(2010,1,30));;
 54: let highLowVolatility symbol (fromDate:DateTime) (toDate:DateTime) =
 55:     let data = getMarketData symbol fromDate toDate
 56:     data
 57:     |> List.fold (fun acc mktdata -> acc + Math.Log(mktdata.High / mktdata.Low) )  0.0
 58:     |> (*) ( 1.0 / ( ( 2.0 * System.Convert.ToDouble(data.Length)) * System.Math.Sqrt(System.Math.Log(2.0)) ) )
 59:     |> (*) (System.Math.Sqrt 252.0)
 60: 
 61: //closeVolatility "MSFT" (new DateTime(2010,1,1)) (new DateTime(2010,1,30));;
 62: let closeVolatility symbol (fromDate:DateTime) (toDate:DateTime) =
 63:         let data = getMarketData symbol fromDate toDate
 64:         let rec close (dt: MarketData list)  =
 65:             match dt with
 66:             | x::y::[] -> System.Math.Pow(System.Math.Log((y.Close / x.Close)),2.0) 
 67:             | x::y::tail -> System.Math.Pow(System.Math.Log((y.Close / x.Close)),2.0)  + (close (List.append [y] tail))
 68:             | [] -> 0.0
 69:   
 70:         let rec close1 (dt: MarketData list)  =
 71:             match dt with
 72:             | x::y::[] -> System.Math.Log(y.Close / x.Close)
 73:             | x::y::tail -> System.Math.Log(y.Close / x.Close)  + (close1 (List.append [y] tail))
 74:             | [] -> 0.0
 75:         
 76:         let firstValue = data
 77:                             |> close
 78:                             |> (*) (1.0 / (System.Convert.ToDouble(data.Length - 1) - 1.0))
 79:                            
 80:         let secondValue = (System.Math.Pow((close1 data), 2.0)) * ( 1.0 / (System.Convert.ToDouble(data.Length - 1) *(System.Convert.ToDouble(data.Length - 1) - 1.0 )))
 81:        
 82:         System.Math.Sqrt (firstValue - secondValue) * System.Math.Sqrt(252.0)     
 83: 
 84: //highLowCloseVolatility "MSFT" (new DateTime(2010,1,1)) (new DateTime(2010,1,30));;
 85: let highLowCloseVolatility symbol (fromDate:DateTime) (toDate:DateTime) =
 86:         let data = getMarketData symbol fromDate toDate
 87:         let highLow (dt: MarketData list) = 
 88:                     dt
 89:                     |> List.fold (fun acc x -> acc + (0.5) * System.Math.Pow(System.Math.Log(x.High / x.Low),2.0))  0.0
 90:                     |> (*) ( 1.0 / System.Convert.ToDouble(data.Length - 1))
 91: 
 92:         let rec closeCalc (dt: MarketData list)  =
 93:                     match dt with
 94:                     | x::y::[] -> ((2.0 * System.Math.Log(2.0)) - 1.0) * System.Math.Pow(System.Math.Log((y.Close / x.Close)),2.0) 
 95:                     | x::y::tail -> ((2.0 * System.Math.Log(2.0)) - 1.0) * System.Math.Pow(System.Math.Log((y.Close / x.Close)),2.0)  + (closeCalc (List.append [y] tail))
 96:                     | [] -> 0.0
 97: 
 98:         let close (dt: MarketData list) =
 99:                 dt
100:                 |> closeCalc
101:                 |> (*) ( 1.0 / System.Convert.ToDouble(data.Length - 1))
102: 
103:         System.Math.Sqrt(252.0) * System.Math.Sqrt((highLow data.Tail) - (close data))
104: 
namespace System
namespace System.IO
namespace System.Xml
namespace System.Text
namespace System.Net
namespace System.Globalization
val makeUrl : string -> DateTime -> DateTime -> Uri

Full name: Snippet.makeUrl
val symbol : string

  type: string
  implements: IComparable
  implements: ICloneable
  implements: IConvertible
  implements: IComparable<string>
  implements: seq<char>
  implements: Collections.IEnumerable
  implements: IEquatable<string>
val dfrom : DateTime

  type: DateTime
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: Runtime.Serialization.ISerializable
  implements: IComparable<DateTime>
  implements: IEquatable<DateTime>
  inherits: ValueType
type DateTime =
  struct
    new : int64 -> System.DateTime
    new : int64 * System.DateTimeKind -> System.DateTime
    new : int * int * int -> System.DateTime
    new : int * int * int * System.Globalization.Calendar -> System.DateTime
    new : int * int * int * int * int * int -> System.DateTime
    new : int * int * int * int * int * int * System.DateTimeKind -> System.DateTime
    new : int * int * int * int * int * int * System.Globalization.Calendar -> System.DateTime
    new : int * int * int * int * int * int * int -> System.DateTime
    new : int * int * int * int * int * int * int * System.DateTimeKind -> System.DateTime
    new : int * int * int * int * int * int * int * System.Globalization.Calendar -> System.DateTime
    new : int * int * int * int * int * int * int * System.Globalization.Calendar * System.DateTimeKind -> System.DateTime
    member Add : System.TimeSpan -> System.DateTime
    member AddDays : float -> System.DateTime
    member AddHours : float -> System.DateTime
    member AddMilliseconds : float -> System.DateTime
    member AddMinutes : float -> System.DateTime
    member AddMonths : int -> System.DateTime
    member AddSeconds : float -> System.DateTime
    member AddTicks : int64 -> System.DateTime
    member AddYears : int -> System.DateTime
    member CompareTo : obj -> int
    member CompareTo : System.DateTime -> int
    member Date : System.DateTime
    member Day : int
    member DayOfWeek : System.DayOfWeek
    member DayOfYear : int
    member Equals : obj -> bool
    member Equals : System.DateTime -> bool
    member GetDateTimeFormats : unit -> string []
    member GetDateTimeFormats : System.IFormatProvider -> string []
    member GetDateTimeFormats : char -> string []
    member GetDateTimeFormats : char * System.IFormatProvider -> string []
    member GetHashCode : unit -> int
    member GetTypeCode : unit -> System.TypeCode
    member Hour : int
    member IsDaylightSavingTime : unit -> bool
    member Kind : System.DateTimeKind
    member Millisecond : int
    member Minute : int
    member Month : int
    member Second : int
    member Subtract : System.DateTime -> System.TimeSpan
    member Subtract : System.TimeSpan -> System.DateTime
    member Ticks : int64
    member TimeOfDay : System.TimeSpan
    member ToBinary : unit -> int64
    member ToFileTime : unit -> int64
    member ToFileTimeUtc : unit -> int64
    member ToLocalTime : unit -> System.DateTime
    member ToLongDateString : unit -> string
    member ToLongTimeString : unit -> string
    member ToOADate : unit -> float
    member ToShortDateString : unit -> string
    member ToShortTimeString : unit -> string
    member ToString : unit -> string
    member ToString : string -> string
    member ToString : System.IFormatProvider -> string
    member ToString : string * System.IFormatProvider -> string
    member ToUniversalTime : unit -> System.DateTime
    member Year : int
    static val MinValue : System.DateTime
    static val MaxValue : System.DateTime
    static member Compare : System.DateTime * System.DateTime -> int
    static member DaysInMonth : int * int -> int
    static member Equals : System.DateTime * System.DateTime -> bool
    static member FromBinary : int64 -> System.DateTime
    static member FromFileTime : int64 -> System.DateTime
    static member FromFileTimeUtc : int64 -> System.DateTime
    static member FromOADate : float -> System.DateTime
    static member IsLeapYear : int -> bool
    static member Now : System.DateTime
    static member Parse : string -> System.DateTime
    static member Parse : string * System.IFormatProvider -> System.DateTime
    static member Parse : string * System.IFormatProvider * System.Globalization.DateTimeStyles -> System.DateTime
    static member ParseExact : string * string * System.IFormatProvider -> System.DateTime
    static member ParseExact : string * string * System.IFormatProvider * System.Globalization.DateTimeStyles -> System.DateTime
    static member ParseExact : string * string [] * System.IFormatProvider * System.Globalization.DateTimeStyles -> System.DateTime
    static member SpecifyKind : System.DateTime * System.DateTimeKind -> System.DateTime
    static member Today : System.DateTime
    static member TryParse : string * System.DateTime -> bool
    static member TryParse : string * System.IFormatProvider * System.Globalization.DateTimeStyles * System.DateTime -> bool
    static member TryParseExact : string * string * System.IFormatProvider * System.Globalization.DateTimeStyles * System.DateTime -> bool
    static member TryParseExact : string * string [] * System.IFormatProvider * System.Globalization.DateTimeStyles * System.DateTime -> bool
    static member UtcNow : System.DateTime
  end

Full name: System.DateTime

  type: DateTime
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: Runtime.Serialization.ISerializable
  implements: IComparable<DateTime>
  implements: IEquatable<DateTime>
  inherits: ValueType
val dto : DateTime

  type: DateTime
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: Runtime.Serialization.ISerializable
  implements: IComparable<DateTime>
  implements: IEquatable<DateTime>
  inherits: ValueType
type Uri =
  class
    new : string -> System.Uri
    new : string * bool -> System.Uri
    new : string * System.UriKind -> System.Uri
    new : System.Uri * string -> System.Uri
    new : System.Uri * string * bool -> System.Uri
    new : System.Uri * System.Uri -> System.Uri
    member AbsolutePath : string
    member AbsoluteUri : string
    member Authority : string
    member DnsSafeHost : string
    member Equals : obj -> bool
    member Fragment : string
    member GetComponents : System.UriComponents * System.UriFormat -> string
    member GetHashCode : unit -> int
    member GetLeftPart : System.UriPartial -> string
    member Host : string
    member HostNameType : System.UriHostNameType
    member IsAbsoluteUri : bool
    member IsBaseOf : System.Uri -> bool
    member IsDefaultPort : bool
    member IsFile : bool
    member IsLoopback : bool
    member IsUnc : bool
    member IsWellFormedOriginalString : unit -> bool
    member LocalPath : string
    member MakeRelative : System.Uri -> string
    member MakeRelativeUri : System.Uri -> System.Uri
    member OriginalString : string
    member PathAndQuery : string
    member Port : int
    member Query : string
    member Scheme : string
    member Segments : string []
    member ToString : unit -> string
    member UserEscaped : bool
    member UserInfo : string
    static val UriSchemeFile : string
    static val UriSchemeFtp : string
    static val UriSchemeGopher : string
    static val UriSchemeHttp : string
    static val UriSchemeHttps : string
    static val UriSchemeMailto : string
    static val UriSchemeNews : string
    static val UriSchemeNntp : string
    static val UriSchemeNetTcp : string
    static val UriSchemeNetPipe : string
    static val SchemeDelimiter : string
    static member CheckHostName : string -> System.UriHostNameType
    static member CheckSchemeName : string -> bool
    static member Compare : System.Uri * System.Uri * System.UriComponents * System.UriFormat * System.StringComparison -> int
    static member EscapeDataString : string -> string
    static member EscapeUriString : string -> string
    static member FromHex : char -> int
    static member HexEscape : char -> string
    static member HexUnescape : string * int -> char
    static member IsHexDigit : char -> bool
    static member IsHexEncoding : string * int -> bool
    static member IsWellFormedUriString : string * System.UriKind -> bool
    static member TryCreate : string * System.UriKind * System.Uri -> bool
    static member TryCreate : System.Uri * string * System.Uri -> bool
    static member TryCreate : System.Uri * System.Uri * System.Uri -> bool
    static member UnescapeDataString : string -> string
  end

Full name: System.Uri

  type: Uri
  implements: Runtime.Serialization.ISerializable
property DateTime.Day: int
Multiple overloads
Object.ToString() : string
Int32.ToString(provider: IFormatProvider) : string
Int32.ToString(format: string) : string
Int32.ToString(format: string, provider: IFormatProvider) : string
property DateTime.Month: int
property DateTime.Year: int
val fetch : Uri -> string

Full name: Snippet.fetch
val url : Uri

  type: Uri
  implements: Runtime.Serialization.ISerializable
val req : HttpWebRequest

  type: HttpWebRequest
  implements: Runtime.Serialization.ISerializable
  inherits: WebRequest
  inherits: MarshalByRefObject
type WebRequest =
  class
    inherit System.MarshalByRefObject
    member Abort : unit -> unit
    member AuthenticationLevel : System.Net.Security.AuthenticationLevel with get, set
    member BeginGetRequestStream : System.AsyncCallback * obj -> System.IAsyncResult
    member BeginGetResponse : System.AsyncCallback * obj -> System.IAsyncResult
    member CachePolicy : System.Net.Cache.RequestCachePolicy with get, set
    member ConnectionGroupName : string with get, set
    member ContentLength : int64 with get, set
    member ContentType : string with get, set
    member Credentials : System.Net.ICredentials with get, set
    member EndGetRequestStream : System.IAsyncResult -> System.IO.Stream
    member EndGetResponse : System.IAsyncResult -> System.Net.WebResponse
    member GetRequestStream : unit -> System.IO.Stream
    member GetResponse : unit -> System.Net.WebResponse
    member Headers : System.Net.WebHeaderCollection with get, set
    member ImpersonationLevel : System.Security.Principal.TokenImpersonationLevel with get, set
    member Method : string with get, set
    member PreAuthenticate : bool with get, set
    member Proxy : System.Net.IWebProxy with get, set
    member RequestUri : System.Uri
    member Timeout : int with get, set
    member UseDefaultCredentials : bool with get, set
    static member Create : string -> System.Net.WebRequest
    static member Create : System.Uri -> System.Net.WebRequest
    static member CreateDefault : System.Uri -> System.Net.WebRequest
    static member DefaultCachePolicy : System.Net.Cache.RequestCachePolicy with get, set
    static member DefaultWebProxy : System.Net.IWebProxy with get, set
    static member GetSystemWebProxy : unit -> System.Net.IWebProxy
    static member RegisterPrefix : string * System.Net.IWebRequestCreate -> bool
  end

Full name: System.Net.WebRequest

  type: WebRequest
  implements: Runtime.Serialization.ISerializable
  inherits: MarshalByRefObject
Multiple overloads
WebRequest.Create(requestUri: Uri) : WebRequest
WebRequest.Create(requestUriString: string) : WebRequest
type HttpWebRequest =
  class
    inherit System.Net.WebRequest
    member Abort : unit -> unit
    member Accept : string with get, set
    member AddRange : int -> unit
    member AddRange : int64 -> unit
    member AddRange : int * int -> unit
    member AddRange : int64 * int64 -> unit
    member AddRange : string * int -> unit
    member AddRange : string * int64 -> unit
    member AddRange : string * int * int -> unit
    member AddRange : string * int64 * int64 -> unit
    member Address : System.Uri
    member AllowAutoRedirect : bool with get, set
    member AllowWriteStreamBuffering : bool with get, set
    member AutomaticDecompression : System.Net.DecompressionMethods with get, set
    member BeginGetRequestStream : System.AsyncCallback * obj -> System.IAsyncResult
    member BeginGetResponse : System.AsyncCallback * obj -> System.IAsyncResult
    member ClientCertificates : System.Security.Cryptography.X509Certificates.X509CertificateCollection with get, set
    member Connection : string with get, set
    member ConnectionGroupName : string with get, set
    member ContentLength : int64 with get, set
    member ContentType : string with get, set
    member ContinueDelegate : System.Net.HttpContinueDelegate with get, set
    member CookieContainer : System.Net.CookieContainer with get, set
    member Credentials : System.Net.ICredentials with get, set
    member Date : System.DateTime with get, set
    member EndGetRequestStream : System.IAsyncResult -> System.IO.Stream
    member EndGetRequestStream : System.IAsyncResult * System.Net.TransportContext -> System.IO.Stream
    member EndGetResponse : System.IAsyncResult -> System.Net.WebResponse
    member Expect : string with get, set
    member GetRequestStream : unit -> System.IO.Stream
    member GetRequestStream : System.Net.TransportContext -> System.IO.Stream
    member GetResponse : unit -> System.Net.WebResponse
    member HaveResponse : bool
    member Headers : System.Net.WebHeaderCollection with get, set
    member Host : string with get, set
    member IfModifiedSince : System.DateTime with get, set
    member KeepAlive : bool with get, set
    member MaximumAutomaticRedirections : int with get, set
    member MaximumResponseHeadersLength : int with get, set
    member MediaType : string with get, set
    member Method : string with get, set
    member Pipelined : bool with get, set
    member PreAuthenticate : bool with get, set
    member ProtocolVersion : System.Version with get, set
    member Proxy : System.Net.IWebProxy with get, set
    member ReadWriteTimeout : int with get, set
    member Referer : string with get, set
    member RequestUri : System.Uri
    member SendChunked : bool with get, set
    member ServicePoint : System.Net.ServicePoint
    member Timeout : int with get, set
    member TransferEncoding : string with get, set
    member UnsafeAuthenticatedConnectionSharing : bool with get, set
    member UseDefaultCredentials : bool with get, set
    member UserAgent : string with get, set
    static member DefaultCachePolicy : System.Net.Cache.RequestCachePolicy with get, set
    static member DefaultMaximumErrorResponseLength : int with get, set
    static member DefaultMaximumResponseHeadersLength : int with get, set
  end

Full name: System.Net.HttpWebRequest

  type: HttpWebRequest
  implements: Runtime.Serialization.ISerializable
  inherits: WebRequest
  inherits: MarshalByRefObject
val stream : Stream

  type: Stream
  implements: IDisposable
  inherits: MarshalByRefObject
WebRequest.GetResponse() : WebResponse
val reader : StreamReader

  type: StreamReader
  implements: IDisposable
  inherits: TextReader
  inherits: MarshalByRefObject
type StreamReader =
  class
    inherit System.IO.TextReader
    new : System.IO.Stream -> System.IO.StreamReader
    new : System.IO.Stream * bool -> System.IO.StreamReader
    new : System.IO.Stream * System.Text.Encoding -> System.IO.StreamReader
    new : System.IO.Stream * System.Text.Encoding * bool -> System.IO.StreamReader
    new : System.IO.Stream * System.Text.Encoding * bool * int -> System.IO.StreamReader
    new : string -> System.IO.StreamReader
    new : string * bool -> System.IO.StreamReader
    new : string * System.Text.Encoding -> System.IO.StreamReader
    new : string * System.Text.Encoding * bool -> System.IO.StreamReader
    new : string * System.Text.Encoding * bool * int -> System.IO.StreamReader
    member BaseStream : System.IO.Stream
    member Close : unit -> unit
    member CurrentEncoding : System.Text.Encoding
    member DiscardBufferedData : unit -> unit
    member EndOfStream : bool
    member Peek : unit -> int
    member Read : unit -> int
    member Read : char [] * int * int -> int
    member ReadLine : unit -> string
    member ReadToEnd : unit -> string
    static val Null : System.IO.StreamReader
  end

Full name: System.IO.StreamReader

  type: StreamReader
  implements: IDisposable
  inherits: TextReader
  inherits: MarshalByRefObject
TextReader.ReadToEnd() : string
val reformat : string -> string list list

Full name: Snippet.reformat
val response : string

  type: string
  implements: IComparable
  implements: ICloneable
  implements: IConvertible
  implements: IComparable<string>
  implements: seq<char>
  implements: Collections.IEnumerable
  implements: IEquatable<string>
Multiple items
val string : 'T -> string

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

--------------------

type string = String

Full name: Microsoft.FSharp.Core.string

  type: string
  implements: IComparable
  implements: ICloneable
  implements: IConvertible
  implements: IComparable<string>
  implements: seq<char>
  implements: Collections.IEnumerable
  implements: IEquatable<string>
val split : (char -> string -> string list)
val mark : char

  type: char
  implements: IComparable
  implements: IConvertible
  implements: IComparable<char>
  implements: IEquatable<char>
  inherits: ValueType
Multiple items
val char : 'T -> char (requires member op_Explicit)

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

--------------------

type char = Char

Full name: Microsoft.FSharp.Core.char

  type: char
  implements: IComparable
  implements: IConvertible
  implements: IComparable<char>
  implements: IEquatable<char>
  inherits: ValueType
val data : string

  type: string
  implements: IComparable
  implements: ICloneable
  implements: IConvertible
  implements: IComparable<string>
  implements: seq<char>
  implements: Collections.IEnumerable
  implements: IEquatable<string>
Multiple overloads
String.Split(separator: char []) : string []
String.Split(separator: string [], options: StringSplitOptions) : string []
String.Split(separator: char [], options: StringSplitOptions) : string []
String.Split(separator: char [], count: int) : string []
String.Split(separator: string [], count: int, options: StringSplitOptions) : string []
String.Split(separator: char [], count: int, options: StringSplitOptions) : string []
type Array =
  class
    member Clone : unit -> obj
    member CopyTo : System.Array * int -> unit
    member CopyTo : System.Array * int64 -> unit
    member GetEnumerator : unit -> System.Collections.IEnumerator
    member GetLength : int -> int
    member GetLongLength : int -> int64
    member GetLowerBound : int -> int
    member GetUpperBound : int -> int
    member GetValue : int [] -> obj
    member GetValue : int -> obj
    member GetValue : int64 -> obj
    member GetValue : int64 [] -> obj
    member GetValue : int * int -> obj
    member GetValue : int64 * int64 -> obj
    member GetValue : int * int * int -> obj
    member GetValue : int64 * int64 * int64 -> obj
    member Initialize : unit -> unit
    member IsFixedSize : bool
    member IsReadOnly : bool
    member IsSynchronized : bool
    member Length : int
    member LongLength : int64
    member Rank : int
    member SetValue : obj * int -> unit
    member SetValue : obj * int [] -> unit
    member SetValue : obj * int64 -> unit
    member SetValue : obj * int64 [] -> unit
    member SetValue : obj * int * int -> unit
    member SetValue : obj * int64 * int64 -> unit
    member SetValue : obj * int * int * int -> unit
    member SetValue : obj * int64 * int64 * int64 -> unit
    member SyncRoot : obj
    static member AsReadOnly<'T> : 'T [] -> System.Collections.ObjectModel.ReadOnlyCollection<'T>
    static member BinarySearch : System.Array * obj -> int
    static member BinarySearch<'T> : 'T [] * 'T -> int
    static member BinarySearch : System.Array * obj * System.Collections.IComparer -> int
    static member BinarySearch<'T> : 'T [] * 'T * System.Collections.Generic.IComparer<'T> -> int
    static member BinarySearch : System.Array * int * int * obj -> int
    static member BinarySearch<'T> : 'T [] * int * int * 'T -> int
    static member BinarySearch : System.Array * int * int * obj * System.Collections.IComparer -> int
    static member BinarySearch<'T> : 'T [] * int * int * 'T * System.Collections.Generic.IComparer<'T> -> int
    static member Clear : System.Array * int * int -> unit
    static member ConstrainedCopy : System.Array * int * System.Array * int * int -> unit
    static member ConvertAll<'TInput,'TOutput> : 'TInput [] * System.Converter<'TInput,'TOutput> -> 'TOutput []
    static member Copy : System.Array * System.Array * int -> unit
    static member Copy : System.Array * System.Array * int64 -> unit
    static member Copy : System.Array * int * System.Array * int * int -> unit
    static member Copy : System.Array * int64 * System.Array * int64 * int64 -> unit
    static member CreateInstance : System.Type * int -> System.Array
    static member CreateInstance : System.Type * int [] -> System.Array
    static member CreateInstance : System.Type * int64 [] -> System.Array
    static member CreateInstance : System.Type * int * int -> System.Array
    static member CreateInstance : System.Type * int [] * int [] -> System.Array
    static member CreateInstance : System.Type * int * int * int -> System.Array
    static member Exists<'T> : 'T [] * System.Predicate<'T> -> bool
    static member Find<'T> : 'T [] * System.Predicate<'T> -> 'T
    static member FindAll<'T> : 'T [] * System.Predicate<'T> -> 'T []
    static member FindIndex<'T> : 'T [] * System.Predicate<'T> -> int
    static member FindIndex<'T> : 'T [] * int * System.Predicate<'T> -> int
    static member FindIndex<'T> : 'T [] * int * int * System.Predicate<'T> -> int
    static member FindLast<'T> : 'T [] * System.Predicate<'T> -> 'T
    static member FindLastIndex<'T> : 'T [] * System.Predicate<'T> -> int
    static member FindLastIndex<'T> : 'T [] * int * System.Predicate<'T> -> int
    static member FindLastIndex<'T> : 'T [] * int * int * System.Predicate<'T> -> int
    static member ForEach<'T> : 'T [] * System.Action<'T> -> unit
    static member IndexOf : System.Array * obj -> int
    static member IndexOf<'T> : 'T [] * 'T -> int
    static member IndexOf : System.Array * obj * int -> int
    static member IndexOf<'T> : 'T [] * 'T * int -> int
    static member IndexOf : System.Array * obj * int * int -> int
    static member IndexOf<'T> : 'T [] * 'T * int * int -> int
    static member LastIndexOf : System.Array * obj -> int
    static member LastIndexOf<'T> : 'T [] * 'T -> int
    static member LastIndexOf : System.Array * obj * int -> int
    static member LastIndexOf<'T> : 'T [] * 'T * int -> int
    static member LastIndexOf : System.Array * obj * int * int -> int
    static member LastIndexOf<'T> : 'T [] * 'T * int * int -> int
    static member Resize<'T> : 'T [] * int -> unit
    static member Reverse : System.Array -> unit
    static member Reverse : System.Array * int * int -> unit
    static member Sort : System.Array -> unit
    static member Sort<'T> : 'T [] -> unit
    static member Sort : System.Array * System.Array -> unit
    static member Sort : System.Array * System.Collections.IComparer -> unit
    static member Sort<'TKey,'TValue> : 'TKey [] * 'TValue [] -> unit
    static member Sort<'T> : 'T [] * System.Collections.Generic.IComparer<'T> -> unit
    static member Sort<'T> : 'T [] * System.Comparison<'T> -> unit
    static member Sort : System.Array * int * int -> unit
    static member Sort : System.Array * System.Array * System.Collections.IComparer -> unit
    static member Sort<'T> : 'T [] * int * int -> unit
    static member Sort<'TKey,'TValue> : 'TKey [] * 'TValue [] * System.Collections.Generic.IComparer<'TKey> -> unit
    static member Sort : System.Array * System.Array * int * int -> unit
    static member Sort : System.Array * int * int * System.Collections.IComparer -> unit
    static member Sort<'TKey,'TValue> : 'TKey [] * 'TValue [] * int * int -> unit
    static member Sort<'T> : 'T [] * int * int * System.Collections.Generic.IComparer<'T> -> unit
    static member Sort : System.Array * System.Array * int * int * System.Collections.IComparer -> unit
    static member Sort<'TKey,'TValue> : 'TKey [] * 'TValue [] * int * int * System.Collections.Generic.IComparer<'TKey> -> unit
    static member TrueForAll<'T> : 'T [] * System.Predicate<'T> -> bool
  end

Full name: System.Array

  type: Array
  implements: ICloneable
  implements: Collections.IList
  implements: Collections.ICollection
  implements: Collections.IEnumerable
  implements: Collections.IStructuralComparable
  implements: Collections.IStructuralEquatable
val toList : 'T [] -> 'T list

Full name: Microsoft.FSharp.Collections.Array.toList
Multiple items
module List

from Microsoft.FSharp.Collections

--------------------

type List<'T> =
  | ( [] )
  | ( :: ) of 'T * 'T list
  with
    interface Collections.IEnumerable
    interface Collections.Generic.IEnumerable<'T>
    member Head : 'T
    member IsEmpty : bool
    member Item : index:int -> 'T with get
    member Length : int
    member Tail : 'T list
    static member Cons : head:'T * tail:'T list -> 'T list
    static member Empty : 'T list
  end

Full name: Microsoft.FSharp.Collections.List<_>

  type: List<'T>
  implements: Collections.IStructuralEquatable
  implements: IComparable<List<'T>>
  implements: IComparable
  implements: Collections.IStructuralComparable
  implements: Collections.Generic.IEnumerable<'T>
  implements: Collections.IEnumerable
val filter : ('T -> bool) -> 'T list -> 'T list

Full name: Microsoft.FSharp.Collections.List.filter
val f : string

  type: string
  implements: IComparable
  implements: ICloneable
  implements: IConvertible
  implements: IComparable<string>
  implements: seq<char>
  implements: Collections.IEnumerable
  implements: IEquatable<string>
val map : ('T -> 'U) -> 'T list -> 'U list

Full name: Microsoft.FSharp.Collections.List.map
val getRequest : Uri -> string list list

Full name: Snippet.getRequest
val uri : Uri

  type: Uri
  implements: Runtime.Serialization.ISerializable
type MarketData =
  {Date: DateTime;
   Open: double;
   High: double;
   Low: double;
   Close: double;
   Volume: int;
   AdjClose: double;}

Full name: Snippet.MarketData

  type: MarketData
  implements: IEquatable<MarketData>
  implements: Collections.IStructuralEquatable
  implements: IComparable<MarketData>
  implements: IComparable
  implements: Collections.IStructuralComparable
MarketData.Date: DateTime
MarketData.Open: double
Multiple items
val double : 'T -> float (requires member op_Explicit)

Full name: Microsoft.FSharp.Core.ExtraTopLevelOperators.double

--------------------

type double = Double

Full name: Microsoft.FSharp.Core.double

  type: double
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: IComparable<float>
  implements: IEquatable<float>
  inherits: ValueType
MarketData.High: double
MarketData.Low: double
MarketData.Close: double
MarketData.Volume: int
Multiple items
val int : 'T -> int (requires member op_Explicit)

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

--------------------

type int<'Measure> = int

Full name: Microsoft.FSharp.Core.int<_>

  type: int<'Measure>
  implements: IComparable
  implements: IConvertible
  implements: IFormattable
  implements: IComparable<int<'Measure>>
  implements: IEquatable<int<'Measure>>
  inherits: ValueType


--------------------

type int = int32

Full name: Microsoft.FSharp.Core.int

  type: int
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: IComparable<int>
  implements: IEquatable<int>
  inherits: ValueType
MarketData.AdjClose: double
val converter : List<List<string>> -> MarketData list

Full name: Snippet.converter
val data : List<List<string>>

  type: List<List<string>>
  implements: Collections.IStructuralEquatable
  implements: IComparable<List<List<string>>>
  implements: IComparable
  implements: Collections.IStructuralComparable
  implements: Collections.Generic.IEnumerable<List<string>>
  implements: Collections.IEnumerable
val dataArray : List<string>

  type: List<string>
  implements: Collections.IStructuralEquatable
  implements: IComparable<List<string>>
  implements: IComparable
  implements: Collections.IStructuralComparable
  implements: Collections.Generic.IEnumerable<string>
  implements: Collections.IEnumerable
property List.Tail: List<string> list
Multiple overloads
DateTime.ParseExact(s: string, format: string, provider: IFormatProvider) : DateTime
DateTime.ParseExact(s: string, formats: string [], provider: IFormatProvider, style: DateTimeStyles) : DateTime
DateTime.ParseExact(s: string, format: string, provider: IFormatProvider, style: DateTimeStyles) : DateTime
type CultureInfo =
  class
    new : string -> System.Globalization.CultureInfo
    new : string * bool -> System.Globalization.CultureInfo
    new : int -> System.Globalization.CultureInfo
    new : int * bool -> System.Globalization.CultureInfo
    member Calendar : System.Globalization.Calendar
    member ClearCachedData : unit -> unit
    member Clone : unit -> obj
    member CompareInfo : System.Globalization.CompareInfo
    member CultureTypes : System.Globalization.CultureTypes
    member DateTimeFormat : System.Globalization.DateTimeFormatInfo with get, set
    member DisplayName : string
    member EnglishName : string
    member Equals : obj -> bool
    member GetConsoleFallbackUICulture : unit -> System.Globalization.CultureInfo
    member GetFormat : System.Type -> obj
    member GetHashCode : unit -> int
    member IetfLanguageTag : string
    member IsNeutralCulture : bool
    member IsReadOnly : bool
    member KeyboardLayoutId : int
    member LCID : int
    member Name : string
    member NativeName : string
    member NumberFormat : System.Globalization.NumberFormatInfo with get, set
    member OptionalCalendars : System.Globalization.Calendar []
    member Parent : System.Globalization.CultureInfo
    member TextInfo : System.Globalization.TextInfo
    member ThreeLetterISOLanguageName : string
    member ThreeLetterWindowsLanguageName : string
    member ToString : unit -> string
    member TwoLetterISOLanguageName : string
    member UseUserOverride : bool
    static member CreateSpecificCulture : string -> System.Globalization.CultureInfo
    static member CurrentCulture : System.Globalization.CultureInfo
    static member CurrentUICulture : System.Globalization.CultureInfo
    static member GetCultureInfo : int -> System.Globalization.CultureInfo
    static member GetCultureInfo : string -> System.Globalization.CultureInfo
    static member GetCultureInfo : string * string -> System.Globalization.CultureInfo
    static member GetCultureInfoByIetfLanguageTag : string -> System.Globalization.CultureInfo
    static member GetCultures : System.Globalization.CultureTypes -> System.Globalization.CultureInfo []
    static member InstalledUICulture : System.Globalization.CultureInfo
    static member InvariantCulture : System.Globalization.CultureInfo
    static member ReadOnly : System.Globalization.CultureInfo -> System.Globalization.CultureInfo
  end

Full name: System.Globalization.CultureInfo

  type: CultureInfo
  implements: ICloneable
  implements: IFormatProvider
property CultureInfo.InvariantCulture: CultureInfo
type Convert =
  class
    static val DBNull : obj
    static member ChangeType : obj * System.TypeCode -> obj
    static member ChangeType : obj * System.Type -> obj
    static member ChangeType : obj * System.TypeCode * System.IFormatProvider -> obj
    static member ChangeType : obj * System.Type * System.IFormatProvider -> obj
    static member FromBase64CharArray : char [] * int * int -> System.Byte []
    static member FromBase64String : string -> System.Byte []
    static member GetTypeCode : obj -> System.TypeCode
    static member IsDBNull : obj -> bool
    static member ToBase64CharArray : System.Byte [] * int * int * char [] * int -> int
    static member ToBase64CharArray : System.Byte [] * int * int * char [] * int * System.Base64FormattingOptions -> int
    static member ToBase64String : System.Byte [] -> string
    static member ToBase64String : System.Byte [] * System.Base64FormattingOptions -> string
    static member ToBase64String : System.Byte [] * int * int -> string
    static member ToBase64String : System.Byte [] * int * int * System.Base64FormattingOptions -> string
    static member ToBoolean : obj -> bool
    static member ToBoolean : bool -> bool
    static member ToBoolean : System.SByte -> bool
    static member ToBoolean : char -> bool
    static member ToBoolean : System.Byte -> bool
    static member ToBoolean : int16 -> bool
    static member ToBoolean : uint16 -> bool
    static member ToBoolean : int -> bool
    static member ToBoolean : uint32 -> bool
    static member ToBoolean : int64 -> bool
    static member ToBoolean : uint64 -> bool
    static member ToBoolean : string -> bool
    static member ToBoolean : float32 -> bool
    static member ToBoolean : float -> bool
    static member ToBoolean : decimal -> bool
    static member ToBoolean : System.DateTime -> bool
    static member ToBoolean : obj * System.IFormatProvider -> bool
    static member ToBoolean : string * System.IFormatProvider -> bool
    static member ToByte : obj -> System.Byte
    static member ToByte : bool -> System.Byte
    static member ToByte : System.Byte -> System.Byte
    static member ToByte : char -> System.Byte
    static member ToByte : System.SByte -> System.Byte
    static member ToByte : int16 -> System.Byte
    static member ToByte : uint16 -> System.Byte
    static member ToByte : int -> System.Byte
    static member ToByte : uint32 -> System.Byte
    static member ToByte : int64 -> System.Byte
    static member ToByte : uint64 -> System.Byte
    static member ToByte : float32 -> System.Byte
    static member ToByte : float -> System.Byte
    static member ToByte : decimal -> System.Byte
    static member ToByte : string -> System.Byte
    static member ToByte : System.DateTime -> System.Byte
    static member ToByte : obj * System.IFormatProvider -> System.Byte
    static member ToByte : string * System.IFormatProvider -> System.Byte
    static member ToByte : string * int -> System.Byte
    static member ToChar : obj -> char
    static member ToChar : bool -> char
    static member ToChar : char -> char
    static member ToChar : System.SByte -> char
    static member ToChar : System.Byte -> char
    static member ToChar : int16 -> char
    static member ToChar : uint16 -> char
    static member ToChar : int -> char
    static member ToChar : uint32 -> char
    static member ToChar : int64 -> char
    static member ToChar : uint64 -> char
    static member ToChar : string -> char
    static member ToChar : float32 -> char
    static member ToChar : float -> char
    static member ToChar : decimal -> char
    static member ToChar : System.DateTime -> char
    static member ToChar : obj * System.IFormatProvider -> char
    static member ToChar : string * System.IFormatProvider -> char
    static member ToDateTime : System.DateTime -> System.DateTime
    static member ToDateTime : obj -> System.DateTime
    static member ToDateTime : string -> System.DateTime
    static member ToDateTime : System.SByte -> System.DateTime
    static member ToDateTime : System.Byte -> System.DateTime
    static member ToDateTime : int16 -> System.DateTime
    static member ToDateTime : uint16 -> System.DateTime
    static member ToDateTime : int -> System.DateTime
    static member ToDateTime : uint32 -> System.DateTime
    static member ToDateTime : int64 -> System.DateTime
    static member ToDateTime : uint64 -> System.DateTime
    static member ToDateTime : bool -> System.DateTime
    static member ToDateTime : char -> System.DateTime
    static member ToDateTime : float32 -> System.DateTime
    static member ToDateTime : float -> System.DateTime
    static member ToDateTime : decimal -> System.DateTime
    static member ToDateTime : obj * System.IFormatProvider -> System.DateTime
    static member ToDateTime : string * System.IFormatProvider -> System.DateTime
    static member ToDecimal : obj -> decimal
    static member ToDecimal : System.SByte -> decimal
    static member ToDecimal : System.Byte -> decimal
    static member ToDecimal : char -> decimal
    static member ToDecimal : int16 -> decimal
    static member ToDecimal : uint16 -> decimal
    static member ToDecimal : int -> decimal
    static member ToDecimal : uint32 -> decimal
    static member ToDecimal : int64 -> decimal
    static member ToDecimal : uint64 -> decimal
    static member ToDecimal : float32 -> decimal
    static member ToDecimal : float -> decimal
    static member ToDecimal : string -> decimal
    static member ToDecimal : decimal -> decimal
    static member ToDecimal : bool -> decimal
    static member ToDecimal : System.DateTime -> decimal
    static member ToDecimal : obj * System.IFormatProvider -> decimal
    static member ToDecimal : string * System.IFormatProvider -> decimal
    static member ToDouble : obj -> float
    static member ToDouble : System.SByte -> float
    static member ToDouble : System.Byte -> float
    static member ToDouble : int16 -> float
    static member ToDouble : char -> float
    static member ToDouble : uint16 -> float
    static member ToDouble : int -> float
    static member ToDouble : uint32 -> float
    static member ToDouble : int64 -> float
    static member ToDouble : uint64 -> float
    static member ToDouble : float32 -> float
    static member ToDouble : float -> float
    static member ToDouble : decimal -> float
    static member ToDouble : string -> float
    static member ToDouble : bool -> float
    static member ToDouble : System.DateTime -> float
    static member ToDouble : obj * System.IFormatProvider -> float
    static member ToDouble : string * System.IFormatProvider -> float
    static member ToInt16 : obj -> int16
    static member ToInt16 : bool -> int16
    static member ToInt16 : char -> int16
    static member ToInt16 : System.SByte -> int16
    static member ToInt16 : System.Byte -> int16
    static member ToInt16 : uint16 -> int16
    static member ToInt16 : int -> int16
    static member ToInt16 : uint32 -> int16
    static member ToInt16 : int16 -> int16
    static member ToInt16 : int64 -> int16
    static member ToInt16 : uint64 -> int16
    static member ToInt16 : float32 -> int16
    static member ToInt16 : float -> int16
    static member ToInt16 : decimal -> int16
    static member ToInt16 : string -> int16
    static member ToInt16 : System.DateTime -> int16
    static member ToInt16 : obj * System.IFormatProvider -> int16
    static member ToInt16 : string * System.IFormatProvider -> int16
    static member ToInt16 : string * int -> int16
    static member ToInt32 : obj -> int
    static member ToInt32 : bool -> int
    static member ToInt32 : char -> int
    static member ToInt32 : System.SByte -> int
    static member ToInt32 : System.Byte -> int
    static member ToInt32 : int16 -> int
    static member ToInt32 : uint16 -> int
    static member ToInt32 : uint32 -> int
    static member ToInt32 : int -> int
    static member ToInt32 : int64 -> int
    static member ToInt32 : uint64 -> int
    static member ToInt32 : float32 -> int
    static member ToInt32 : float -> int
    static member ToInt32 : decimal -> int
    static member ToInt32 : string -> int
    static member ToInt32 : System.DateTime -> int
    static member ToInt32 : obj * System.IFormatProvider -> int
    static member ToInt32 : string * System.IFormatProvider -> int
    static member ToInt32 : string * int -> int
    static member ToInt64 : obj -> int64
    static member ToInt64 : bool -> int64
    static member ToInt64 : char -> int64
    static member ToInt64 : System.SByte -> int64
    static member ToInt64 : System.Byte -> int64
    static member ToInt64 : int16 -> int64
    static member ToInt64 : uint16 -> int64
    static member ToInt64 : int -> int64
    static member ToInt64 : uint32 -> int64
    static member ToInt64 : uint64 -> int64
    static member ToInt64 : int64 -> int64
    static member ToInt64 : float32 -> int64
    static member ToInt64 : float -> int64
    static member ToInt64 : decimal -> int64
    static member ToInt64 : string -> int64
    static member ToInt64 : System.DateTime -> int64
    static member ToInt64 : obj * System.IFormatProvider -> int64
    static member ToInt64 : string * System.IFormatProvider -> int64
    static member ToInt64 : string * int -> int64
    static member ToSByte : obj -> System.SByte
    static member ToSByte : bool -> System.SByte
    static member ToSByte : System.SByte -> System.SByte
    static member ToSByte : char -> System.SByte
    static member ToSByte : System.Byte -> System.SByte
    static member ToSByte : int16 -> System.SByte
    static member ToSByte : uint16 -> System.SByte
    static member ToSByte : int -> System.SByte
    static member ToSByte : uint32 -> System.SByte
    static member ToSByte : int64 -> System.SByte
    static member ToSByte : uint64 -> System.SByte
    static member ToSByte : float32 -> System.SByte
    static member ToSByte : float -> System.SByte
    static member ToSByte : decimal -> System.SByte
    static member ToSByte : string -> System.SByte
    static member ToSByte : System.DateTime -> System.SByte
    static member ToSByte : obj * System.IFormatProvider -> System.SByte
    static member ToSByte : string * System.IFormatProvider -> System.SByte
    static member ToSByte : string * int -> System.SByte
    static member ToSingle : obj -> float32
    static member ToSingle : System.SByte -> float32
    static member ToSingle : System.Byte -> float32
    static member ToSingle : char -> float32
    static member ToSingle : int16 -> float32
    static member ToSingle : uint16 -> float32
    static member ToSingle : int -> float32
    static member ToSingle : uint32 -> float32
    static member ToSingle : int64 -> float32
    static member ToSingle : uint64 -> float32
    static member ToSingle : float32 -> float32
    static member ToSingle : float -> float32
    static member ToSingle : decimal -> float32
    static member ToSingle : string -> float32
    static member ToSingle : bool -> float32
    static member ToSingle : System.DateTime -> float32
    static member ToSingle : obj * System.IFormatProvider -> float32
    static member ToSingle : string * System.IFormatProvider -> float32
    static member ToString : obj -> string
    static member ToString : bool -> string
    static member ToString : char -> string
    static member ToString : System.SByte -> string
    static member ToString : System.Byte -> string
    static member ToString : int16 -> string
    static member ToString : uint16 -> string
    static member ToString : int -> string
    static member ToString : uint32 -> string
    static member ToString : int64 -> string
    static member ToString : uint64 -> string
    static member ToString : float32 -> string
    static member ToString : float -> string
    static member ToString : decimal -> string
    static member ToString : System.DateTime -> string
    static member ToString : string -> string
    static member ToString : obj * System.IFormatProvider -> string
    static member ToString : bool * System.IFormatProvider -> string
    static member ToString : char * System.IFormatProvider -> string
    static member ToString : System.SByte * System.IFormatProvider -> string
    static member ToString : System.Byte * System.IFormatProvider -> string
    static member ToString : int16 * System.IFormatProvider -> string
    static member ToString : uint16 * System.IFormatProvider -> string
    static member ToString : int * System.IFormatProvider -> string
    static member ToString : uint32 * System.IFormatProvider -> string
    static member ToString : int64 * System.IFormatProvider -> string
    static member ToString : uint64 * System.IFormatProvider -> string
    static member ToString : float32 * System.IFormatProvider -> string
    static member ToString : float * System.IFormatProvider -> string
    static member ToString : decimal * System.IFormatProvider -> string
    static member ToString : System.DateTime * System.IFormatProvider -> string
    static member ToString : string * System.IFormatProvider -> string
    static member ToString : System.Byte * int -> string
    static member ToString : int16 * int -> string
    static member ToString : int * int -> string
    static member ToString : int64 * int -> string
    static member ToUInt16 : obj -> uint16
    static member ToUInt16 : bool -> uint16
    static member ToUInt16 : char -> uint16
    static member ToUInt16 : System.SByte -> uint16
    static member ToUInt16 : System.Byte -> uint16
    static member ToUInt16 : int16 -> uint16
    static member ToUInt16 : int -> uint16
    static member ToUInt16 : uint16 -> uint16
    static member ToUInt16 : uint32 -> uint16
    static member ToUInt16 : int64 -> uint16
    static member ToUInt16 : uint64 -> uint16
    static member ToUInt16 : float32 -> uint16
    static member ToUInt16 : float -> uint16
    static member ToUInt16 : decimal -> uint16
    static member ToUInt16 : string -> uint16
    static member ToUInt16 : System.DateTime -> uint16
    static member ToUInt16 : obj * System.IFormatProvider -> uint16
    static member ToUInt16 : string * System.IFormatProvider -> uint16
    static member ToUInt16 : string * int -> uint16
    static member ToUInt32 : obj -> uint32
    static member ToUInt32 : bool -> uint32
    static member ToUInt32 : char -> uint32
    static member ToUInt32 : System.SByte -> uint32
    static member ToUInt32 : System.Byte -> uint32
    static member ToUInt32 : int16 -> uint32
    static member ToUInt32 : uint16 -> uint32
    static member ToUInt32 : int -> uint32
    static member ToUInt32 : uint32 -> uint32
    static member ToUInt32 : int64 -> uint32
    static member ToUInt32 : uint64 -> uint32
    static member ToUInt32 : float32 -> uint32
    static member ToUInt32 : float -> uint32
    static member ToUInt32 : decimal -> uint32
    static member ToUInt32 : string -> uint32
    static member ToUInt32 : System.DateTime -> uint32
    static member ToUInt32 : obj * System.IFormatProvider -> uint32
    static member ToUInt32 : string * System.IFormatProvider -> uint32
    static member ToUInt32 : string * int -> uint32
    static member ToUInt64 : obj -> uint64
    static member ToUInt64 : bool -> uint64
    static member ToUInt64 : char -> uint64
    static member ToUInt64 : System.SByte -> uint64
    static member ToUInt64 : System.Byte -> uint64
    static member ToUInt64 : int16 -> uint64
    static member ToUInt64 : uint16 -> uint64
    static member ToUInt64 : int -> uint64
    static member ToUInt64 : uint32 -> uint64
    static member ToUInt64 : int64 -> uint64
    static member ToUInt64 : uint64 -> uint64
    static member ToUInt64 : float32 -> uint64
    static member ToUInt64 : float -> uint64
    static member ToUInt64 : decimal -> uint64
    static member ToUInt64 : string -> uint64
    static member ToUInt64 : System.DateTime -> uint64
    static member ToUInt64 : obj * System.IFormatProvider -> uint64
    static member ToUInt64 : string * System.IFormatProvider -> uint64
    static member ToUInt64 : string * int -> uint64
  end

Full name: System.Convert
Multiple overloads
Convert.ToDouble(value: DateTime) : float
Convert.ToDouble(value: bool) : float
Convert.ToDouble(value: string) : float
Convert.ToDouble(value: decimal) : float
Convert.ToDouble(value: float) : float
Convert.ToDouble(value: float32) : float
Convert.ToDouble(value: uint64) : float
Convert.ToDouble(value: int64) : float
Convert.ToDouble(value: uint32) : float
Convert.ToDouble(value: int) : float
   (+8 other overloads)
Multiple overloads
Convert.ToInt32(value: DateTime) : int
Convert.ToInt32(value: string) : int
Convert.ToInt32(value: decimal) : int
Convert.ToInt32(value: float) : int
Convert.ToInt32(value: float32) : int
Convert.ToInt32(value: uint64) : int
Convert.ToInt32(value: int64) : int
Convert.ToInt32(value: int) : int
Convert.ToInt32(value: uint32) : int
Convert.ToInt32(value: uint16) : int
   (+9 other overloads)
val getMarketData : string -> DateTime -> DateTime -> MarketData list

Full name: Snippet.getMarketData
val fromDate : DateTime

  type: DateTime
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: Runtime.Serialization.ISerializable
  implements: IComparable<DateTime>
  implements: IEquatable<DateTime>
  inherits: ValueType
val toDate : DateTime

  type: DateTime
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: Runtime.Serialization.ISerializable
  implements: IComparable<DateTime>
  implements: IEquatable<DateTime>
  inherits: ValueType
val highLowVolatility : string -> DateTime -> DateTime -> float

Full name: Snippet.highLowVolatility
val data : MarketData list

  type: MarketData list
  implements: Collections.IStructuralEquatable
  implements: IComparable<List<MarketData>>
  implements: IComparable
  implements: Collections.IStructuralComparable
  implements: Collections.Generic.IEnumerable<MarketData>
  implements: Collections.IEnumerable
val fold : ('State -> 'T -> 'State) -> 'State -> 'T list -> 'State

Full name: Microsoft.FSharp.Collections.List.fold
val acc : float

  type: float
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: IComparable<float>
  implements: IEquatable<float>
  inherits: ValueType
val mktdata : MarketData

  type: MarketData
  implements: IEquatable<MarketData>
  implements: Collections.IStructuralEquatable
  implements: IComparable<MarketData>
  implements: IComparable
  implements: Collections.IStructuralComparable
type Math =
  class
    static val PI : float
    static val E : float
    static member Abs : System.SByte -> System.SByte
    static member Abs : int16 -> int16
    static member Abs : int -> int
    static member Abs : int64 -> int64
    static member Abs : float32 -> float32
    static member Abs : float -> float
    static member Abs : decimal -> decimal
    static member Acos : float -> float
    static member Asin : float -> float
    static member Atan : float -> float
    static member Atan2 : float * float -> float
    static member BigMul : int * int -> int64
    static member Ceiling : decimal -> decimal
    static member Ceiling : float -> float
    static member Cos : float -> float
    static member Cosh : float -> float
    static member DivRem : int * int * int -> int
    static member DivRem : int64 * int64 * int64 -> int64
    static member Exp : float -> float
    static member Floor : decimal -> decimal
    static member Floor : float -> float
    static member IEEERemainder : float * float -> float
    static member Log : float -> float
    static member Log : float * float -> float
    static member Log10 : float -> float
    static member Max : System.SByte * System.SByte -> System.SByte
    static member Max : System.Byte * System.Byte -> System.Byte
    static member Max : int16 * int16 -> int16
    static member Max : uint16 * uint16 -> uint16
    static member Max : int * int -> int
    static member Max : uint32 * uint32 -> uint32
    static member Max : int64 * int64 -> int64
    static member Max : uint64 * uint64 -> uint64
    static member Max : float32 * float32 -> float32
    static member Max : float * float -> float
    static member Max : decimal * decimal -> decimal
    static member Min : System.SByte * System.SByte -> System.SByte
    static member Min : System.Byte * System.Byte -> System.Byte
    static member Min : int16 * int16 -> int16
    static member Min : uint16 * uint16 -> uint16
    static member Min : int * int -> int
    static member Min : uint32 * uint32 -> uint32
    static member Min : int64 * int64 -> int64
    static member Min : uint64 * uint64 -> uint64
    static member Min : float32 * float32 -> float32
    static member Min : float * float -> float
    static member Min : decimal * decimal -> decimal
    static member Pow : float * float -> float
    static member Round : float -> float
    static member Round : decimal -> decimal
    static member Round : float * int -> float
    static member Round : float * System.MidpointRounding -> float
    static member Round : decimal * int -> decimal
    static member Round : decimal * System.MidpointRounding -> decimal
    static member Round : float * int * System.MidpointRounding -> float
    static member Round : decimal * int * System.MidpointRounding -> decimal
    static member Sign : System.SByte -> int
    static member Sign : int16 -> int
    static member Sign : int -> int
    static member Sign : int64 -> int
    static member Sign : float32 -> int
    static member Sign : float -> int
    static member Sign : decimal -> int
    static member Sin : float -> float
    static member Sinh : float -> float
    static member Sqrt : float -> float
    static member Tan : float -> float
    static member Tanh : float -> float
    static member Truncate : decimal -> decimal
    static member Truncate : float -> float
  end

Full name: System.Math
Multiple overloads
Math.Log(d: float) : float
Math.Log(a: float, newBase: float) : float
property List.Length: int
Math.Sqrt(d: float) : float
val closeVolatility : string -> DateTime -> DateTime -> float

Full name: Snippet.closeVolatility
val close : (MarketData list -> float)
val dt : MarketData list

  type: MarketData list
  implements: Collections.IStructuralEquatable
  implements: IComparable<List<MarketData>>
  implements: IComparable
  implements: Collections.IStructuralComparable
  implements: Collections.Generic.IEnumerable<MarketData>
  implements: Collections.IEnumerable
type 'T list = List<'T>

Full name: Microsoft.FSharp.Collections.list<_>

  type: 'T list
  implements: Collections.IStructuralEquatable
  implements: IComparable<List<'T>>
  implements: IComparable
  implements: Collections.IStructuralComparable
  implements: Collections.Generic.IEnumerable<'T>
  implements: Collections.IEnumerable
val x : MarketData

  type: MarketData
  implements: IEquatable<MarketData>
  implements: Collections.IStructuralEquatable
  implements: IComparable<MarketData>
  implements: IComparable
  implements: Collections.IStructuralComparable
val y : MarketData

  type: MarketData
  implements: IEquatable<MarketData>
  implements: Collections.IStructuralEquatable
  implements: IComparable<MarketData>
  implements: IComparable
  implements: Collections.IStructuralComparable
Math.Pow(x: float, y: float) : float
val tail : MarketData list

  type: MarketData list
  implements: Collections.IStructuralEquatable
  implements: IComparable<List<MarketData>>
  implements: IComparable
  implements: Collections.IStructuralComparable
  implements: Collections.Generic.IEnumerable<MarketData>
  implements: Collections.IEnumerable
val append : 'T list -> 'T list -> 'T list

Full name: Microsoft.FSharp.Collections.List.append
val close1 : (MarketData list -> float)
val firstValue : float

  type: float
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: IComparable<float>
  implements: IEquatable<float>
  inherits: ValueType
val secondValue : float

  type: float
  implements: IComparable
  implements: IFormattable
  implements: IConvertible
  implements: IComparable<float>
  implements: IEquatable<float>
  inherits: ValueType
val highLowCloseVolatility : string -> DateTime -> DateTime -> float

Full name: Snippet.highLowCloseVolatility
val highLow : (MarketData list -> float)
val closeCalc : (MarketData list -> float)
property List.Tail: MarketData list

More information

Link: http://fssnip.net/3J
Posted: 3 years ago
Author: Kishor Aher (website)
Tags: Finance, Historical Volatility, Volatility, High Low Volatility, Close Price Volatility