TSHISTORY XL

What

This is an Excel client for tshistory.

• If you want to install the Xlwings only client from scratch, follow 1)
• If you want to install the PyXLL client from scratch, follow 3)
• If you want to upgrade the Xlwings only to the PyXLL one follow 2) then 3)
• If you want to revert to the Xlwings from the PyXLL one follow 4) then 1)

1) Install Xlwings client (recommanded)

pip install tshistory_xl
pip install xlwings

Close Excel. Make sure that xlwings is registered:

xlwings addin install

Then type:

$ tsh xl-addin install

In Excel you should see two new tabs: xlwings and Saturn.

2) Uninstall Xlwings client

Just type

$ tsh xl-addin uninstall

3) Install PyXLL client

Installing Refinery Excel add-in

Once your package in installed (pip install tshistory_xl) just type the following command: tsh xl-addin install --pyxll

Installing PyXLL

Python package

[References][pyxll]

pip install pyxll

Excel add-in

pyxll install

Respond to the interactive prompt. In case of doubt, use the proposed default option.

• Note carefully where the files will be installed, especially the pyxll.cfg file. You can keep the default location.
• To activate the free 30 day trial when the installer asks “Do you have a PyXLL license key?” enter “n”. This will install PyXLL without a license key, activating the 30 day free trial automatically. After the 30 days trial, you will have to buy a subscription here: https://www.pyxll.com/pricing.html

Configuration of PyXLL

Edit the pyxll.cfg file

This file is highly documented, you might want to read it extensively if you want to explore the PyXLL options.

Here are the section that must be completed:

[PYTHON]
executable =

make sure that it points on the executable python you want to use for this operation (i.e. in the correct conda-env)

You must also specify the pythonpath which point to the tshistory_xl package. You are encouraged to keep the examples section that will produce a PyXLL tab in Excel with a lot of usefull options (logs and reload button)

pythonpath = c:/<the-path-to the python package tshsitory_xl>
            ./examples

---

Note: to be sure to know where this package is installed, you can use the interactive python console as follows:

> python

> import tshistory_xl
> tshistory_xl.__file__

You will get a path like this:

C:\\Users\\<user-name>\\miniconda3\\Lib\\site-packages\\tshistory_xl\\tshistory_xl\\__init__.py

Remove the init.py and past this string as the pythonpath

---

[PYXLL]
modules = …
          macros
          error_handler

Just add macros and error_handler to the list

error_handler = error_handler.error_handler

The rest of the file can be left unchanged

Final touches:

• This refinery-client explicitly uses the macro feature of excel. Make sure that your excel file allow it (i.e. has an .xlm suffix)
• An error can pop at the launch of the excel file with the text: “Error importing ‘macros”: OpenSSL 3.0 legacy provider failed to load…” To avoid such error, you have to define a new environment variable set at false:

CRYPTOGRAPHY_OPENSSL_NO_LEGACY = 0

In Excel you should see two new tabs: PyXLL Example tab and Ts-Refinery (instead of Saturn).

4) Uninstall PyXLL client

Just type

$ tsh xl-addin uninstall --pyxll

Base use

On a brand new Excel sheet, you need initially a tab named TSHISTORY_CFG, which must contain:

• in A1: webapi
• in B1: http://uri-of-the-tshistory-instance

	A	B
1	webapi	http://uri-of-the-tshistory-instance

Then, let's create the conditions to play with one series.

• Push data (Save them server side)

Warning: with this addin one can easly push data in production database. Be sure to only use series begining with "test" until you completly master the process to not make a mess.

	test.series.1	test.series.2
2020-09-01	1	6
2020-09-02	2	5
2020-09-03	3	4
2020-09-04	4	3
2020-09-05	5	2
2020-09-06	6	1

In a new sheet, let's go to B1. There we type the name of a series (e.g. test.series.1), same thing forB2.

From A2 to A7, type timestamps e.g. "2020-9-1", ..., "2020-9-6". Make sure Excel really understand those as dates.

Then you have to create a name (e.g. using the name manager accessible from the formula tab) for the range B2:C7, whose name is e.g. rwc_test_zone (it is crucial that we have a prefix like rwc_. Only the data must be included into the range of the name. The margins (series name and date) must be adjacent to its range.

Finally in the Saturn tab, click on Save Tab

You can watch the result in base with the adapted url : http://uri-of-the-tshistory-instance/tsinfo?name=test.series.1

• Pull data (Get them, client side)

On another sheet, you can recreate the previous step:

• build a name (with the correct suffix)

• write in the margin the names of the series and the date

Click on Get Tab to obtain the data in Excel.

Configuration options

Prefix name options

In the example, we use a rwc_ prefix. Each caracter has its meaning and can be omited.

• r: indicate that the zone can read data from the database. Could be omited if this excel zone is only used for manual entry

• w: allows to write in the database. Should be omited if the zone is only used for data consultation

• c: put some colors in the name range. Very useful: most of the errors that you will encounter are linked to the size of the range that does not fit the data.

Specific request options:

• f: will fill the trailing empty values with the last non-empty one

• If r_ name would return such data:

	test.series.3
2020-09-01	1
2020-09-02
2020-09-03	3
2020-09-04
2020-09-05

• rf_ name would return :

	test.series.3
2020-09-01	1
2020-09-02
2020-09-03	3
2020-09-04	3
2020-09-05	3

• _month_: when pushing data, a value defined on one date of the month will be extrapolated (daily) for the whole month

Layout

The name range can be placed anywhere on the sheet, as long as the margins (with series and dates) are placed adjacently.

One could play a little with the data layout by letting empty cells in the margins:

	test.series.1		test.series.2
		I can
2020-09-01	1	put	6
2020-09-02	2	any	5
2020-09-03	3	comment	4
2020-09-04	4	in	3
2020-09-05	5	this	2
	also		here
2020-09-06	6	column	1

Revisiting the past

All the series are versionned, which mean anyone can access to a previous version of the series. There are two ways to access it:

Whole name

After the first pulling of data, the sheet should be decorated in the upper left corner of the name range with a comment "ASOF".

A date (recognized as such by excel) placed in this corner will allow to view the state of all series at this given time.

Finally in the Saturn tab, click on Get All, and see the values coming.

ASOF date should be here	test.series.3
2020-09-01	1

Note that when such a date is given, the data can not be pushed in the database (iow you cannot rewrite the past from the excel client).

By column

Sometimes you want to be able to see side by side the same series at different times. You can display such data with additionnal argument asofin the upper margin

	test.series.4	test.series.4(asof = 2020-09-03)
2020-09-01	1	1
2020-09-02	2	2
2020-09-03	3	3
2020-09-04	4	#N/A
2020-09-05	5	#N/A
2020-09-06	6	#N/A

Note: date must be in ISO format YYYY-MM-DD

As before, the series with the asof parameter will not be pushed when pressing the Save tab or Save all button.

Model backtest

When backtesting a forecast model, one will need a staircase request, i.e. a request where the selected value dates are linked to the insertion dates. It allows to evaluate the validity of a model given a forecast horizon. For this, one has to use in the upper left corner a new keyword asofdelta=<number> where the number is the forecast horizon in hours.

asofdelta=24	test.series.3
2020-09-01	1

Not A Number handling

By default, when the data are missing at a given date, the corresponding cell will be filled with #N/A.

This default behaviour can be altered with some more columns options (blank=empy), (blank=prev), (blank=3.14)

	test.5	test.6(blank=empy)	test.7(blank=prev)	test.8(blank=3.14)	test.9(blank=0)
2020-09-01	1	1	1	1	1
2020-09-02	#N/A		1	3.14	0
2020-09-03	3	3	3	3	3
2020-09-04	#N/A		3	3.14	0

Resampling

The excel addin allows to resample the data when pulling them with the option (agg = <method>) where the method can be mean, sum,max, min.

The resampling algorithm uses the dates in the left margin as intervals for the resampling wich will led to an empty cell at the end.

	test.series.10
2020-09-01	1
2020-09-02	1
2020-09-03	1
2020-09-04	1
2020-09-05	1

	test.series.10(agg=sum)	comments
2020-09-01	3	Sum from date >= 2020-09-01 and date < 2020-09-04
2020-09-04	2	Sum from date >= 2020-09-04 and date < 2020-09-07
2020-09-07		*No computation here *

Notes on resampling

• The last cell will be empty, in any case

• The resampled data won't be pushed

• If such resampling is reoccuring, we strongly advise to define a new resampled series, server side, with the formula system of tshistory

Common pitfalls

• Most of your errors will come from a range name with an incorrect form. Check it thoroughly. Check that all your left margin are dates, and that the upper margin does not have the same series called twice (with an exception when the series are asociated with an asof option)

• The error returned by xlwings are quite a mouthful. However, most of the error that will raise will provide a usefull comment bury somewhere, provided by the developpers of this addin. Your eyes may bleed because of it, but the solution might be there.

• It is quite easy to push some data in the database, it is also very simple to prevent it (use the rc_ prefix)

• If one change the value of series inserted by a different process, the rule of updating such data might surprise you at first look. More information here

Testing

While the environment works well with recent versions of python and pandas, it might not work under the most recent versions of Excel (timedelta tests fail under V16.0). Keep that in mind whenever you're launching pytest.

Some tests might not work especially if you haven't configured your local Postgres instance, since pytest_sa_pg requires commands from your local Postgres installation, like initdb.

# For Linux, add the following to your .profile
export PATH=$PATH:/usr/lib/postgresql/{version_number}/bin/
source ~/.profile

# For Windows
[System.Environment]::SetEnvironmentVariable('path', $Env:Programfiles + ".\PostgreSQL\{version_number}\bin;" + [System.Environment]::GetEnvironmentVariable('path', "User"),"User")

# Or add the variables manually through your panel