Hello-
I'm trying to implement a pattern I read from Don Syme's blog
(http://blogs.msdn.com/dsyme/archive/2010/01/09/async-and-parallel-design-patterns-in-f-parallelizing-cpu-and-i-o-computations.aspx)
which suggests that there are opportunities for massive performance improvements from leveraging asynchronous I/O. I am currently trying to take a piece of code that "works" one way, using Array.Parallel.Map, and see if I can somehow achieve the same result using Async.Parallel, but I really don't understand Async.Parallel, and cannot get anything to work.
I have a piece of code (simplified below to illustrate the point) that successfully retrieves an array of data for one cusip. (A price series, for example)
let getStockData cusip =
let D = DataProvider()
let arr = D.GetPriceSeries(cusip)
return arr
let data = Array.Parallel.map (fun x -> getStockData x) stockCusips
So this approach contructs an array of arrays, by making a connection over the internet to my data vendor for each stock (which could be as many as 3000) and returns me an array of arrays (1 per stock, with a price series for each one). I admittedly don't understand what goes on underneath Array.Parallel.map, but am wondering if this is a scenario where there are resources wasted under the hood, and it actually could be faster using asynchronous I/O? So to test this out, I have attempted to make this function using asyncs, and I think that the function below follows the pattern in Don Syme's article using the URLs, but it won't compile with "let!".
let getStockDataAsync cusip =
async { let D = DataProvider()
let! arr = D.GetData(cusip)
return arr
}
The error I get is:
This expression was expected to have type Async<'a but here has type obj
It compiles fine with "let" instead of "let!", but I had thought the whole point was that you need the exclamation point in order for the command to run without blocking a thread.
So the first question really is, what's wrong with my syntax above, in getStockDataAsync, and then at a higher level, can anyone offer some additional insight about asychronous I/O and whether the scenario I have presented would benefit from it, making it potentially much, much faster than Array.Parallel.map? Thanks so much.
