This document discusses the open-source Python/Excel landscape and focuses on xlwings. It highlights 6 reasons for using xlwings: (1) easy installation, (2) cross-platform support, (3) flexibility across Python and Excel versions, (4) simplicity of use, (5) ability to work back and forth between Python and Excel, and (6) ExcelPython for writing user-defined functions in Python for Excel on Windows. Future plans include developing an add-in and full integration of xlwings and ExcelPython.

1. xlwings
Open Source in Quant Finance Conference
(Frankfurt/Eschborn)
5 June 2015 Felix Zumstein, CFA

2. About me
• Startup (2014, Zurich):
– Mainly Python for Finance
– Web based trading solutions
(Interactive Brokers)
– Lots of Excel
– Open-source: xlwings/ExcelPython
• Previously: 9yrs in Banking /Asset Mgmt
• Background in Finance & Economics
2

3. What’s in this talk?
3

4. The open-source Python/Excel Landscape
4
• Pywin32
• xlwings
• ExcelPython
Read/Write Program/Interact
• xlwt/xlrd
• XlsxWriter
• OpenPyxl

5. Why xlwings?
– 6 Reasons
5

6. (1) Installation
6
• pip/conda install xlwings
• or equally easy:

7. (2) Cross-Platform
7
+

8. (3) Flexibility
8
Version
2.6
2.7
3.1
3.2
3.3
3.4
32-bit
64-bit
32-bit
64-bit
2003
2010
2011 (Mac)
2013
2016 (Win + Mac*)
ArchitectureVersion Architecture
*under development

9. (4) Simplicity
9
>>>
from
xlwings
import
Workbook,
Range
>>>
wb
=
Workbook()
>>>
Range("A1").value
=
my_variable
• Strings
• Numbers
• DateTime
• Lists (nested)
• NumPy arrays
• Pandas DataFrames
• Blaze Data container (planned)

10. (5) Works back and forth
10
>>>
wb
=
Workbook()
>>>
Range("A1").value
=
my_variable
Sub
MyFunction()
RunPython
("import
mymodule;mymodule.myfunction()")
End
Sub

11. (6) ExcelPython for UDFs (Windows only)
11
from
xlpython
import
xlfunc
import
numpy
as
np
@xlfunc
def
matrix_mult(x,
y):
x
=
np.atleast_2d(np.array(x))
y
=
np.atleast_2d(np.array(y))
return
x.dot(y)
{=matrix_mult(A1:B2,D1:E2)}
Access from Excel via Array Formula:
Write User Defined Functions in Python:

12. What’s next?
12

13. What’s next?
• Add-in
• Full integration of xlwings/ExcelPython
• Add more features: matplotlib etc.
• Someday…
– Google Sheets
– LibreOffice/OpenOffice
13

14. julia>
using
PyCall
julia>
@pyimport
xlwings
as
xw
julia>
xw.Workbook()
julia>
xw.Range("A1",
asarray=true)[:table][:value]
Use xlwings from Julia
14
>>>
from
xlwings
import
Workbook,
Range
>>>
wb
=
Workbook()
>>>
Range("A1",
asarray=True).table.value

15. DEMO
xlwings.org
15