Comparing date range handling in C# and F#

I was recently working on some code for handling date ranges in Deedle. Although Deedle is written in F#, I also wrote some internal integration code in C#. After doing that, I realized that the code I wrote is actually reusable and should be a part of Deedle itself and so I went through the process of rewriting a simple function from (fairly functional) C# to F#. This is a small (and by no means representative!) example, but I think it nicely shows some of the reasons why I like F#, so I thought I'd share it.

One thing that we are adding to Deedle is a "BigDeedle" implementation of internal data structures. The idea is that you can load very big frames and series without actually loading all data into memory.

When you perform slicing on a large series and then merge some of the parts of the series (say, years 2010, 2012 and 2014), you end up with a series that combines a couple of chunks. If you then restrict the series (say, from June 2012 to June 2014), you need to restrict the ranges of the chunks:

As the diagram shows, this is just a matter of iterating over the chunks, keeping those in the range, dropping those outside of the range and restrictingthe boundaries of the other chunks. So, let's start with the C# version I wrote.

New features and improvements in Deedle v1.0

As Howard Mansell already announced on the BlueMountain Tech blog, we have officially released the "1.0" version of Deedle. In case you have not heard of Deedle yet, it is a .NET library for interactive data analysis and exploration. Deedle works great with both C# and F#. It provides two main data structures: series for working with data and time series and frame for working with collections of series (think CSV files, data tables etc.)

The great thing about Deedle is that it has been becoming a foundational library that makes it possible to integrate a wide range of diverse data-science components. For example, the R type provider works well with Deedle and so does F# Charting. We've been also working on integrating all of these into a single package called FsLab, but more about that next time!

In this blog post, I'll have a quick look at a couple of new features in Deedle (and corresponding R type provider release). Howard's announcement has a more detailed list, but I just want to give a couple of examples and briefly comment on performance improvements we did.

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