FS4.fs

let [<Literal>] NUM_RECORDS =
    // F# didn't support constant folding until F# 3.1, so hard-code this constant for now.
    22200000 // 50 * 1000 * 444

[<Struct>]
type FSMemTrade =
    val mutable TradeId : int64;
    val mutable ClientId : int64;
    val mutable VenueId : int32;
    val mutable InstrumentCode : int32;
    val mutable Price : int64;
    val mutable Quantity : int64;
    val mutable Side : char

let trades =
    Array.init NUM_RECORDS <| fun i ->
        // In C# and F#, struct fields are initialized by default to the 'default' value for the field type;
        // this means you only need to set fields which need to be set to a non-default value.
        FSMemTrade (
            Side = 'a')

let initTrades () =
    printfn "initiating trades"

    for i = 0 to NUM_RECORDS - 1 do
        trades.[i] <-
            let long_i = int64 i
            FSMemTrade (
                TradeId = long_i,
                ClientId = 1L,
                VenueId = 123,
                InstrumentCode = 321,
                Price = long_i,
                Quantity = long_i,
                Side = if (i % 2 = 0) then 'S' else 'B')

let perfRun n =
    let mutable buyCost = 0L
    let mutable sellCost = 0L

    let watch = System.Diagnostics.Stopwatch.StartNew ()
    
    initTrades ()

    for i = 0 to NUM_RECORDS - 1 do
        let cost = trades.[i].Price * trades.[i].Quantity
        if trades.[i].Side = 'B' then
            buyCost <- buyCost + cost
        else
            sellCost <- sellCost + cost

    watch.Stop ()

    let duration = int watch.Elapsed.TotalMilliseconds
    printfn "%d - duration %d ms" n duration
    printfn "buyCost = %O sellCost = %O" buyCost sellCost

[<EntryPoint>]
let main args =
    for i = 0 to 4 do
        System.GC.Collect ()
        perfRun i

    0 // Exit code