xlwings For Python Quants Conference (London)

28 November 2014 Felix Zumstein, CFA

8 Years in Banking

Startup (Feb 2014)

This is Me

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8 Years in Banking

Startup (Feb 2014)

This is Me

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•  PyXLL • DataNitro •  pywin32 •  xlwings ExcelPython

The current Python/Excel Landscape

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Read/Write Program/Interact •  xlwt/xlrd/xlutils • XlsxWriter • OpenPyxl

Why xlwings?

•  Open source •  Cross-Platform (!!): Windows & Mac •  Make things EASY: – pip install xlwings (requires pywin32 on Win) – Works out of the box for default installation – Easily switch between different installations – Flexible: Python (2.6-3.4), Excel (2000-2013),

Architecture Mix (!!), IDE – Easy debugging

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Send an array to Excel with pywin32…

•  xxx

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>>>  from  win32com.client  import  Dispatch  >>>  import  numpy  as  np    

>>>  xlApp  =  Dispatch("Excel.Application")  >>>  xlApp.Visible  =  True  >>>  xlWb  =  xlApp.Workbooks.Add()  >>>  xlSht  =  xlWb.ActiveSheet    

>>>  data  =  np.array([[1,2],[3,4]])  

>>>  r,  c  =  data.shape  >>>  xlSht.Range(xlSht.Cells(1,1),                                  xlSht.Cells(r,c)).Value  =  data.tolist()

…and with xlwings

•  xxx

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>>>  from  xlwings  import  Workbook,  Range  >>>  import  numpy  as  np    

>>>  wb  =  Workbook()  >>>  Range("A1").value  =  np.array([[1,2],[3,4]])  

Replace VBA macros

myarray.py

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from  xlwings  import  Workbook,  Range  import  numpy  as  np    

def  get_array():          wb  =  Workbook.caller()  #  <v0.3:  wb  =  Workbook()          Range("A1").value  =  np.array([[1,2],[3,4]])  

Sub  GetArray()          RunPython  ("import  myarray;myarray.get_array()")  End  Sub  

VBA (requires xlwings VBA module)

xlwings v0.3.0

•  Experimental ExcelPython integration: – Optimized connection on Win (COM server) – UDFs (User Defined Functions) on Windows

•  Comparison with PyXXL: ExcelPython is slower and needs a VBA wrapper, but: – Allows the Excel 32bit & Python 64bit combo – Can access existing functions w/o decorators – It’s easy to switch between Python installations

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Pseudo Inverse: numpy.linalg.pinv

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Public  Function  pinv(x  As  Range)  On  Error  GoTo  Fail:          Set  numpy_array  =  Py.GetAttr(Py.Module("numpy"),  "array")          Set  pseudo_inv  =  Py.GetAttr(Py.GetAttr(Py.Module("numpy"),  _                                                                                        "linalg"),  "pinv")          Set  x_array  =  Py.Call(numpy_array,  Py.Tuple(x.Value))          Set  result_array  =  Py.Call(pseudo_inv,  Py.Tuple(x_array))          Set  result_list  =  Py.Call(result_array,  "tolist")          pinv  =  Py.Var(result_list)          Exit  Function  Fail:          pinv  =  Err.Description  End  Function

What’s next?

•  Add-in •  Full integration of xlwings and ExcelPython •  Make it more feature complete •  Someday…add support for – Google Sheets – LibreOffice – OpenOffice

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Demo •  http://xlwings.org •  http://ericremoreynolds.github.io/excelpython

•  @zoomeranalytics •  www.zoomeranalytics.com

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