Financial Data Access with SQL, Excel & VBA

Transcription

1 Computational Finance and Risk Management Financial Data Access with SQL, Excel & VBA Guy Yollin Instructor, Applied Mathematics University of Washington Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 1 / 50

2 Outline 1 Introduction to VBA 2 VBA macro recorder: simple example 3 VBA macro recorder: extending the simple example 4 The Excel VBA object model 5 The Application object, the Range object, the Cells property 6 The VBE, the Object Browser, the Developers Reference 7 The Colorful Stats project Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 2 / 50

3 Lecture references John Walkenbach Excel 2010 Power Programming with VBA Sams, 2010 Chapter 7-11 J. Green, S. Bullen, R. Bovey, M. Alexander Excel 2007 VBA Programmer s Reference Wiley, 2007 Chapter 1 Duane Birnbaum and Michael Vine Excel VBA Programming for the Absolute Beginner, 3rd Edition Thomson Course Technology, 2007 Chapter 1 Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 3 / 50

4 Outline 1 Introduction to VBA 2 VBA macro recorder: simple example 3 VBA macro recorder: extending the simple example 4 The Excel VBA object model 5 The Application object, the Range object, the Cells property 6 The VBE, the Object Browser, the Developers Reference 7 The Colorful Stats project Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 4 / 50

5 VBA VBA VBA (Visual Basic for Applications) is a scripting language built into Microsoft Office applications MS Office applications that support VBA: Excel Access Word Powerpoint Outlook Almost anything you can do with an office application, you can automate through VBA Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 5 / 50

6 Usefulness of VBA Excel is a common tool for quantitative data analysis, review, and storage VBA can enhance Excel in the following ways: Automation of labor-intensive tasks Formatting tables Creating graphs Updating data from databases or the web Advanced analytics Custom worksheet function development Analysis requiring sophisticated workflows Analysis requiring an interface to external software Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 6 / 50

7 Logistics of VBA programming VBA Coding : The VBA code that you write (or record) is stored in a VBA module VBA modules are stored in an Excel workbook You use the Visual Basic Editor (VBE) to view and edit VBA code You can use the Macro Recorder to record a sequence of user actions and create a VBA procedure to reproduce them The terms macro and procedure are synonymous in the VBA context J. Walkenbach, Excel 2010 Power Programming with VBA Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 7 / 50

8 Logistics of VBA programming VBA Code : VBA Code is structured as procedures A VBA Sub procedure is a series of statements than can be executed in a number of ways macro button of the developer tab Visual Basic Editor shortcut key quick access toolbar another procedure form control embedded on a worksheet A VBA Function procedure returns a single value (or an array) and can be called from another VBA procedure or used in a worksheet formula J. Walkenbach, Excel 2010 Power Programming with VBA Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 8 / 50

9 First VBA program Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 9 / 50

10 Outline 1 Introduction to VBA 2 VBA macro recorder: simple example 3 VBA macro recorder: extending the simple example 4 The Excel VBA object model 5 The Application object, the Range object, the Cells property 6 The VBE, the Object Browser, the Developers Reference 7 The Colorful Stats project Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 10 / 50

11 The Developer ribbon Make sure you can access the Developer ribbon Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 11 / 50

12 Macro recording example Problem A common problem is that the column width is not properly adjusted when CSV files are first opened Solution Record a macro to adjust the column widths place the macro in the PERSONAL.XLSB file (this is a place to store macros that can be shared across workbooks) create an button for the macro on the quick launch toolbar Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 12 / 50

13 Turn on macro recorder Click Record Macro to begin the process In the Record Macro dialog, provide a macro name and description, a shortcut key assignment (if desired), and a location to store the macro Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 13 / 50

14 Adjust column width Perform Excel tasks Click Stop Recording when finished Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 14 / 50

15 Add macro to the Quick Access Toolbar Right click the Quick Access Toolbar and select customize Select macros from the dropdown list, choose the desired macro, modify the button, and click OK Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 15 / 50

16 Launch macro from Quick Access Toolbar Click the button on the Quick Access Toolbar to run macro Macro can also be run via the assigned shortcut key Ctrl+Shift+C for the AutoAdjustColumns macro Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 16 / 50

17 The recorded macro 1 selects all cells in the worksheet 2 select all columns and autofit the width 3 selects cell A1 Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 17 / 50

18 Outline 1 Introduction to VBA 2 VBA macro recorder: simple example 3 VBA macro recorder: extending the simple example 4 The Excel VBA object model 5 The Application object, the Range object, the Cells property 6 The VBE, the Object Browser, the Developers Reference 7 The Colorful Stats project Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 18 / 50

19 Typical table formating Bold column names First row shaded background Border around table cells Column width adjusted Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 19 / 50

20 Macro Recorder workflow The basic process for getting started with VBA with the aid of the Macro Recorder is as follows : 1 Record the actions that you want to code 2 Review the code and find the lines that perform those actions 3 Delete the rest of the code 4 Modify the recorded code 5 Add variables, control structures, and other code that the Macro Recorder cannot record Getting Started with VBA in Excel Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 20 / 50

21 Border code from macro recorder Selection. Borders ( xldiagonaldown ). LineStyle = xlnone Selection. Borders ( xldiagonalup ). LineStyle = xlnone With Selection. Borders ( xledgeleft ). L i n e S t y l e = x l C o n t i n u o u s. C o l o r I n d e x = x l A u t o m a t i c. TintAndShade = 0. Weight = x l T h i n End With With Selection. Borders ( xledgetop ). L i n e S t y l e = x l C o n t i n u o u s. C o l o r I n d e x = x l A u t o m a t i c. TintAndShade = 0. Weight = x l T h i n End With With Selection. Borders ( xledgebottom ). L i n e S t y l e = x l C o n t i n u o u s. C o l o r I n d e x = x l A u t o m a t i c. TintAndShade = 0. Weight = x l T h i n End With With S e l e c t i o n. B o r d e r s ( x l E d g e R i g h t ). L i n e S t y l e = x l C o n t i n u o u s. C o l o r I n d e x = x l A u t o m a t i c. TintAndShade = 0. Weight = x l T h i n End With With S e l e c t i o n. B o r d e r s ( x l I n s i d e V e r t i c a l ). L i n e S t y l e = x l C o n t i n u o u s. C o l o r I n d e x = x l A u t o m a t i c. TintAndShade = 0. Weight = x l T h i n End With With Selection. Borders ( xlinsidehorizontal ). L i n e S t y l e = x l C o n t i n u o u s. C o l o r I n d e x = x l A u t o m a t i c. TintAndShade = 0. Weight = x l T h i n End With... Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 21 / 50

22 Significant border code ' remove any d i a g o n a l l i n e S e l e c t i o n. B o r d e r s ( xldiagonaldown ). L i n e S t y l e = xlnone S e l e c t i o n. B o r d e r s ( x l D i a g o n a l U p ). L i n e S t y l e = xlnone ' box o u t s i d e o f s e l e c t i o n S e l e c t i o n. B o r d e r s ( x l E d g e L e f t ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( xledgetop ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( xledgebottom ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( x l E d g e R i g h t ). L i n e S t y l e = x l C o n t i n u o u s ' box i n t e r i o r o f s e l e c t i o n S e l e c t i o n. B o r d e r s ( x l I n s i d e V e r t i c a l ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( x l I n s i d e H o r i z o n t a l ). L i n e S t y l e = x l C o n t i n u o u s Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 22 / 50

23 Title bold/background from macro recorder Sub TestMacro ( ) ' ' TestMacro Macro ' ' With S e l e c t i o n. I n t e r i o r. P a t t e r n = x l S o l i d. P a t t e r n C o l o r I n d e x = x l A u t o m a t i c. ThemeColor = xlthemecolordark1. TintAndShade = PatternTintAndShade = 0 End With S e l e c t i o n. Font. Bold = True End Sub Note, top row was already selected for the macro recording Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 23 / 50

24 Significant title bold/background code Sub TestMacro ( ) ' ' TestMacro Macro ' ' S e l e c t i o n. I n t e r i o r. P a t t e r n = x l S o l i d S e l e c t i o n. TintAndShade = S e l e c t i o n. Font. Bold = True End Sub set interior pattern to solid set TintAndShade (-1=darkest, 1=lightest) set Bold property of Font object to True Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 24 / 50

25 Final table formatting procedure Sub FormatTable ( ) ' s e l e c t the c u r r e n t r e g i o n A c t i v e C e l l. C u r r e n t R e g i o n. S e l e c t ' draw b o r d e r around a l l c e l l s S e l e c t i o n. B o r d e r s ( xldiagonaldown ). L i n e S t y l e = xlnone S e l e c t i o n. B o r d e r s ( x l D i a g o n a l U p ). L i n e S t y l e = xlnone S e l e c t i o n. B o r d e r s ( x l E d g e L e f t ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( xledgetop ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( xledgebottom ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( x l E d g e R i g h t ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( x l I n s i d e V e r t i c a l ). L i n e S t y l e = x l C o n t i n u o u s S e l e c t i o n. B o r d e r s ( x l I n s i d e H o r i z o n t a l ). L i n e S t y l e = x l C o n t i n u o u s ' s e l e c t the top row o f the c u r r e n t r e g i o n S e l e c t i o n. Rows ( 1 ). S e l e c t ' make column t i t l e s b o l d with a l i g h t g r a y background S e l e c t i o n. Font. Bold = True S e l e c t i o n. I n t e r i o r. P a t t e r n = x l S o l i d S e l e c t i o n. I n t e r i o r. TintAndShade = 0.15 ' a d j u s t the column w i d t h s C a l l AutoAdjustColumns End Sub Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 25 / 50

26 Outline 1 Introduction to VBA 2 VBA macro recorder: simple example 3 VBA macro recorder: extending the simple example 4 The Excel VBA object model 5 The Application object, the Range object, the Cells property 6 The VBE, the Object Browser, the Developers Reference 7 The Colorful Stats project Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 26 / 50

27 Object-oriented, event-driven paradigm Excel VBA is based on an object-oriented, event-driven paradigm Objects Properties Methods Events Object represents elements of an application a worksheet, a chart, a range Objects have properties that you can get and set; properties are attributes of an object that describe its characteristics Range("A1").Font.Bold = True Note that a property can return an object Objects have methods or actions they can perform Range("A1").ClearContents Events are actions recognized by an object and can be responded to by an event procedure Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 27 / 50

28 Object-oriented, event-driven paradigm Object hierarchy Object collections Excel object classes are arranged in a hierarchy Application Workbooks collection Workbook Worksheets collection Worksheet Range Objects of the same class are grouped together in an collection object Workbooks Worksheets Charts Sheets QueryTables Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 28 / 50

29 Simplified Excel object model The Excel VBA object model largely emulates the user interface Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 29 / 50

30 Referencing items in the hierarchy To reference items in the object hierarchy, a period (dot) is used as a separator character parent.child object.property object.method Application.Workbooks("Book1.xlsx") Workbooks("Book1.xlsx").Worksheets(1) Worksheets("Sheet1").Range("A1").Value Range("A1").ClearContents If you omit a specific reference to an object, Excel uses the appropriate active object (note: it is the programmers responsibility to make sure an appropriate object is active) To refer to a member in a collection, use the member s name or its index number Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 30 / 50

31 Illustration of VBA object hierarchy The Excel VBA object model largely emulates the user interface Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 31 / 50

32 Abbreviated references Note the following line of code: Range ( "A1" ) = 42 Is interpreted as: A p p l i c a t i o n. ActiveWorkbook. A c t i v e S h e e t. Range ( "A1" ). Value = 42 Because: The Value property is the default property of the Range object ActiveSheet is assumed ActiveWorkbook is assumed Application is assumed Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 32 / 50

33 Outline 1 Introduction to VBA 2 VBA macro recorder: simple example 3 VBA macro recorder: extending the simple example 4 The Excel VBA object model 5 The Application object, the Range object, the Cells property 6 The VBE, the Object Browser, the Developers Reference 7 The Colorful Stats project Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 33 / 50

34 Important Application object properties ( 300) ActiveCell ActiveSheet ActiveChart ActiveWorkbook ActiveWindow RangeSelection Selection Returns a Range object that represents the active cell Returns an object that represents the active sheet (the sheet on top) Returns a Chart object that represents the active chart Returns a Workbook object that represents the workbook in the active window (the window on top) Returns a Window object that represents the active window (the window on top) Returns a Range object that represents the selected cells Returns the selected object in the active window (Range object or chart object) see Developer s Guide to the Excel 2010 Application Object Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 34 / 50

35 Important properties and methods of the Range object Properties Value Text Formula Address Font Methods Select Copy Clear Get/set cell values (default property for Range object) Returns formatted text in a cell Get/Set formula in a cell Returns text string of cell address Returns a Font object Selects a range Copy a range deletes contents and formatting ClearContents deletes contents but leaves formatting see Developer s Guide to the Excel 2010 Range Object Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 35 / 50

36 Other important properties Cells Offset Returns a Range object that represents the cells in the specified range Worksheets("Sheet2").Cells(2, 3) Returns a Range object that represents a range that s offset from the specified range Range("A1").Offset(1, 2) Both the Cells and Offset properties are useful in looping statements where the row and column inputs (offsets) could be based on loop counters Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 36 / 50

37 Outline 1 Introduction to VBA 2 VBA macro recorder: simple example 3 VBA macro recorder: extending the simple example 4 The Excel VBA object model 5 The Application object, the Range object, the Cells property 6 The VBE, the Object Browser, the Developers Reference 7 The Colorful Stats project Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 37 / 50

38 Object Browser From the VBE, you can press F2 to open the Object Browser Search or browser for classes, methods, properties, and events Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 38 / 50

39 Developer Reference From the Object Browser, you can click the question mark to open the Developer Reference to the selected section Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 39 / 50

40 Developer Reference Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 40 / 50

41 Help on methods, properties, and events Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 41 / 50

42 The Visual Basic Editor (VBE) Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 42 / 50

43 Immediate window From the VBE, you can press Ctrl+G to make the immediate window visible The Immediate window is extremely useful for executing VBA statements directly and for debugging code Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 43 / 50

44 Outline 1 Introduction to VBA 2 VBA macro recorder: simple example 3 VBA macro recorder: extending the simple example 4 The Excel VBA object model 5 The Application object, the Range object, the Cells property 6 The VBE, the Object Browser, the Developers Reference 7 The Colorful Stats project Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 44 / 50

45 The Colorful Stats project The Colorful Stats project is an introductory VBA exercise developed in chapter 1 of Excel VBA Programming for the Absolute Beginner Colorful Stats is implemented as an event procedure Event procedures are self-contained blocks of code that require some type of stimulus in order to run. The stimulus often comes directly from the user (for example, a mouse click), but may also result from another piece of code D. Birnbaum, Excel VBA Programming for the Absolute Beginner Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 45 / 50

46 Add a control to a worksheet Click the Insert Controls button on the developer ribbon Select a control (in this case an ActiveX command button) Note the Design Mode button is now depressed Click and drag on the worksheet to set the control s size and location Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 46 / 50

47 Edit control properties Click the Controls Property button (or double click on the control) to open the Properties dialog Edit the desired properties like Caption, Name, etc. Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 47 / 50

48 Edit event procedure Click View Code (or double click the control) to open the VBE Select the type of event to respond to (e.g. click) and edit the code for the event procedure Exit Design Mode and test the application Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 48 / 50

49 Colorful Stats source code P r i v a t e Sub cmdcalculate_click ( ) ' ' Add f o r m u l a s f o r summary s t a t s ' With A c t i v e S h e e t End ' These formulas are e nte red i n t o the new worksheet.. range ( "D2" ). Formula = "=COUNT( " & ActiveWindow. Selection. Address & " ) ". range ( "D3" ). Formula = "=MIN( " & ActiveWindow. Selection. Address & " ) ". range ( "D4" ). Formula = "=MAX( " & ActiveWindow. Selection. Address & " ) ". range ( "D5" ). Formula = "=SUM( " & ActiveWindow. Selection. Address & " ) ". range ( "D6" ). Formula = "=AVERAGE( " & ActiveWindow. Selection. Address & " ) ". range ( "D7" ). Formula = "=STDEV( " & ActiveWindow. Selection. Address & " ) " ' ' Add l a b e l s and s t a t s '. r a n g e ( "C2" ). Value = " Count : ". r a n g e ( "C3" ). Value = " Min : ". r a n g e ( "C4" ). Value = "Max : ". r a n g e ( "C5" ). Value = "Sum : ". r a n g e ( "C6" ). Value = " Average : ". r a n g e ( "C7" ). Value = " Stan Dev : ". r a n g e ( "C2 : D7" ). S e l e c t With ' ' Format the l a b e l s and s t a t s. ' With S e l e c t i o n. Font. S i z e = 16. Font. Bold = True. Font. Color = RGB(232, 211, 162) ' Husky Gold. Font. Name = " A r i a l ". Columns. A u t o F i t. I n t e r i o r. C o l o r = RGB( 5 4, 60, 116) ' Husky P u r p l e. Borders. Weight = xlthick. Borders. Color = RGB(216, 217, 218) ' Husky Gray End With r a n g e ( "A1" ). S e l e c t End Sub Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 49 / 50

50 Computational Finance and Risk Management Guy Yollin (Copyright 2012) Data Access with SQL, Excel & VBA Introduction to VBA 50 / 50