Excel helper

A library to load data from excel files. It supports sampling from random distributions and extrapolating growth over time.

Example

Given an excel file with rows similar to the below

You can run python/ numpy code that references these variables and generates random distributions.

For example, the following will initialise a variable c with a vector of size 2 with random values from a triangular distribution.

    np.random.seed(123)
    
    data = ParameterLoader.from_excel('test.xlsx', size=2, sheet_index=0)
    c = data['c']
>>> [ 7.08471918  5.45131111]

Other types of distributions include choice and normal. However you can specify any distribution from numpy that takes up to three parameters to init.

You can also specify a .csv file with samples and an empiricial distribution function is generated and variable values will be sampled from that.

Scenarios

It is possible to define scenarios and have paramter values for a variable change with each scenario.

    data = ParameterLoader.from_excel('test.xlsx', size=1, sheet_index=0)
    res = data['a'][0]
    
    assert res == 1.
    
    data.select_scenario('s1')
    res = data['a'][0]
    
    assert res == 2.

use data.unselect_scenario() to return to the default value.

Pandas Dataframes

It is possible to define a time frame for distributions and have sample values change over time.

    # the time axis of our dataset
    times = pd.date_range('2009-01-01', '2009-04-01', freq='MS')
    # the sample axis our dataset
    samples = 2

    dfl = DataSeriesLoader.from_excel('test.xlsx', times, size=samples, sheet_index=0)
    res = dfl['a']

    assert res.loc[[datetime(2009, 1, 1)]][0] == 1
    assert np.abs(res.loc[[datetime(2009, 4, 1)]][0] - pow(1.1, 3. / 12)) < 0.00001

Reload

Reloading data sources is useful when underlying excel files change.

        times = pd.date_range('2009-01-01', '2009-04-01', freq='MS')        
        samples = 2

        data = MultiSourceLoader()
        data.add_source(ExcelSeriesLoaderDataSource('test.xlsx', times, size=samples, sheet_index=0))

        res = data['a'][0]
        assert res == 1.

        wb = load_workbook(filename='test.xlsx')
        ws = wb.worksheets[0]
        ws['E2'] = 4.
        wb.save(filename='test.xlsx')

        data.reload_sources()

        res = data['a'][0]
        assert res == 4.

        wb = load_workbook(filename='test.xlsx')
        ws = wb.worksheets[0]
        ws['E2'] = 1.
        wb.save(filename='test.xlsx')

        data.reload_sources()

        data.set_scenario('s1')
        res = data['a'][0]

        assert res == 2.

        data.reset_scenario()
        res = data['a'][0]

        assert res == 1.

Metadata

The contents of the rows is also contained in the metadata

    # the time axis of our dataset
    times = pd.date_range('2009-01-01', '2009-04-01', freq='MS')
    # the sample axis our dataset
    samples = 3
    
    dfl = DataSeriesLoader.from_excel('test.xlsx', times, size=samples, sheet_index=0)
    res = dfl['a']
    
    print(res._metadata)

Excel syntax

Version 2

Versioning

in a sheet 'metadata' create a pair of cells, one called version and the other with the version identifier (e.g 2)