Summary

In this chapter we set up the project, consisting of the trading system itself and the tests. We looked at how to use Visual Studio to handle our solution and integrate it with NUnit and FsUnit. We also looked at how to connect to Microsoft SQL Server and how to write queries in LINQ and retrieve data throughout the type providers.

In the next two chapters, we'll continue to develop the trading system from the base built in this chapter.

Get F# for Quantitative Finance now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.