Excel client for tshistory
Added tag 0.2.0 for changeset a53ae9683603
doc: make xlwings addin instruction more visible

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#TSHISTORY XL

#What

This is an Excel client for tshistory.

#Removing the old versions

pip uninstall xl_data_hub

#Installation

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.

If you have to uninstall the old proprietary version, do

tsh xl-addin uninstall-any --name ZATURN.xlam

#Base use

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

|| 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