Use several modules in OCaml utop

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I'm reading an OCaml project recently and I want to put the source files in the utop so I can do some experiments.
Suppose I have two files amodule.ml, bmodule.ml.
bmodule.ml will use functions defined in amodule.ml, for example, bmodule use Amodule.anyfunction() where anyfunction() is defined in amodule.ml.
I want to put both of them in utop:

#directory "/directory contain amodule.ml and bmodule.ml"
#use "amodule.ml"
#use "bmodule.ml"

And this doesn't work because Amodule is a module name base on the amodule.ml file and the utop don't know these things, I think.
So how I can put these files in the utop without changing the file content?

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Ashish Agarwal On BEST ANSWER

#use a.ml executes every statement in a.ml just as if you had typed those statements in the toplevel directly. Thus, you do not get a module A defined, so your other file cannot have things like A.foo. If you want module A, you must first byte compile a.ml, and then #load a.cmo.