xlwings Presentation at the For Python Quant Conference in London (Nov 2014).

1. xlwings
For Python Quants Conference (London)
28 November 2014 Felix Zumstein, CFA

2. 8 Years in Banking Startup (Feb 2014)
This is Me
2

3. 8 Years in Banking Startup (Feb 2014)
This is Me
3

4. • PyXLL
• DataNitro
• pywin32
• xlwings ExcelPython
The current Python/Excel Landscape
4
Read/Write Program/Interact
• xlwt/xlrd/xlutils
• XlsxWriter
• OpenPyxl

5. 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
5

6. Send an array to Excel with pywin32…
• xxx
6
>>>
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()

7. …and with xlwings
• xxx
7
>>>
from
xlwings
import
Workbook,
Range
>>>
import
numpy
as
np
>>>
wb
=
Workbook()
>>>
Range("A1").value
=
np.array([[1,2],[3,4]])

8. Replace VBA macros
myarray.py
8
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)

9. 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
9

10. Pseudo Inverse: numpy.linalg.pinv
10
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

11. What’s next?
• Add-in
• Full integration of xlwings and ExcelPython
• Make it more feature complete
• Someday…add support for
– Google Sheets
– LibreOffice
– OpenOffice
11

12. Demo
• http://xlwings.org
• http://ericremoreynolds.github.io/excelpython
• @zoomeranalytics
• www.zoomeranalytics.com
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