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1. O P E N
D A T A
S C I E N C E
C O N F E R E N C E_
BOSTON 2015
@opendatasci
xlwings Felix Zumstein
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
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:
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