In this chapter we'll set up the trading system, which we'll develop throughout the rest of this book. The trading system will summarize the things we've learned so far. It's also a good way of illustrating the power of F# in combination with existing tools and libraries. We'll start out by setting up the project in Visual Studio, then adding the references needed for testing and connecting to Microsoft SQL Server. Type providers and Language-INtegrated-Query (LINQ) will be briefly introduced here, and more details will be covered in the next chapter.
In this chapter, we will learn:
More about automated trading
Test-driven development
Requirements for the trading system
Setting up the project
Connecting to a database
Type providers in F#