Mathias Brandewinder on .NET, F#, VSTO and Excel development, and quantitative analysis / machine learning.
1. December 2012 13:55

I have been obsessing about the following idea lately – what if I could run a FSI session from within Excel? The motivation behind this is double. First, one thing Excel is good at is creating and formatting charts. If I could use F# for data manipulation, and Excel for data visualization, I would be a happy camper. Then, I think F# via FSI could provide an interesting alternative for Excel automation. I’d much rather leverage existing .NET libraries to, say, grab data from the internet, than write some VBA to do that – and the ability to write live code in FSI would be less heavy handed that VSTO automation, and closer to what people typically do in Excel, that is, explore data. Having the ability to execute F# scripts would be, at least for me, very useful.

Seeing Tim Robinson’s awesome job with FsNotebook.net kicked me out of procrastination. Even though FsNotebook is still in early development, it provides a very nice user experience – on the web. If something that nice can be done on the web, it should be feasible on a local machine.

As an aside, Tim is looking for feedback and input on FsNotebook – go try it out, it’s really fun:

Anyways – this is the grand plan, now we need to start with baby steps. If I want to embed FSI in Excel (presumably via a VSTO add-in), I need a way to talk to FSI from .NET, so that I can create a Session and send arbitrary strings of code to be evaluated.

As usual, StackOverflow provided two good starting points (this answer, and this answer) – so I set out to look into the Process class, which I didn’t know much about, and attempted to spawn a FSI.EXE process, redirecting input and output. Turns out it’s not overly complicated – here are the 34 lines of code I ended up with so far (see it on GitHub):

namespace ClearLines.FsiRunner

open System.Diagnostics

type public FsiSession(fsiPath: string) =

let info = new ProcessStartInfo()
let fsiProcess = new Process()

do
info.RedirectStandardInput <- true
info.RedirectStandardOutput <- true
info.UseShellExecute <- false
info.CreateNoWindow <- true
info.FileName <- fsiPath

fsiProcess.StartInfo <- info

[<CLIEvent>]

[<CLIEvent>]

member this.Start() =
fsiProcess.Start()

fsiProcess.StandardInput.WriteLine(line)

member this.Evaluate() =
fsiProcess.StandardInput.Flush()


This is a fairly straightforward class. The constructor expects the path to FSI.EXE, and sets up the process in the constructor (the do block) to run headless and redirect the stream of inputs and outputs. Start() simply starts the process, and begins reading asynchronously the output of FSI, AddLine(line) is used to add an arbitrary string of F# code, and Evaluate() sends all lines currently buffered to FSI for evaluation – and flushes the buffer. The 2 events OutputReceived and ErrorReceived are provided for the client to listen to the FSI results.

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12. September 2011 14:39

Just saw that version 3.1 of Microsoft Solver Foundation has been released. I haven’t had time to try it out yet, but the list of improvements looks promising. A better non linear solver, better MIP and MIQP – sounds like Santa has come early! And I am curious about the faster bindings with LINQ…

24. July 2011 11:17

In our last post, we explored how the Microsoft Solver Foundation can be used to solve simple maximization/minimization problems from C#. The problem we looked at is the following: given a set of products, each with a unit cost, a reselling price, and a weight, how can we maximize profit if we have only a limited budget and a limited weight capacity available.

Expressing and resolving the problem for a particular set of inputs was rather easy. However, the example we presented was very static: the decisions, the goal and the constraints were completely hard-coded.

The real value I found in the Microsoft Solver Foundation is that it can be completely integrated in your .NET code, working with strongly-typed objects. Today, we will revisit the same example we presented previously, but our goal will be to make the optimization program “generic”, so that we can resolve the same prototypical problem, given any set of inputs.

At a high level, what we are looking for is a class which, given a collection of Products, a Budget and a Capacity, returns a “recommended” purchase quantity for each product, maximizing our profit:

public class Profit
{
public static IDictionary<Product, int> Maximize(
IEnumerable<Product> products,
double budget,
double capacity)
{
// do stuff here
}
}

Let’s first define what a Product is:

public class Product
{
public Product(string name, double cost, double price, double weight)
{
this.Name = name;
this.Cost = cost;
this.Price = price;
this.Weight = weight;
}

public string Name { get; private set; }
public double Cost { get; private set; }
public double Price { get; private set; }
public double Weight { get; private set; }
public double Margin
{
get { return this.Price - this.Cost; }
}
}

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13. March 2011 17:52

I had heard good things about OpenXML, but until now I didn’t have time to give it a try. After attending a rather intimate session on the topic at the MVP Summit, I realized I should look into it. For those of you like me who haven’t kept up with the news, the general idea is that, since the release of Office 2007, Office files are no longer saved as obscure proprietary files: they are essentially zipped xml files. If you rename an Excel file from MyFile.xlsx to MyFile.zip and open it, you will see that it is simply a collection of xml files, describing the various parts of your Workbook and their relationships. This has a few interesting implications, one of them being that you can create or edit an Excel file without using Excel, or even having Excel installed on your machine.

The OpenXML SDK is a free library which provides strongly typed .NET classes to manipulate these files without having to deal with raw XML, and are LINQ-friendly, which is awesome.

One scenario where this comes very handy is if you have some form of a .NET application which needs to read input data from an Excel file; another interesting case is a .NET application which needs to produce some Office outputs for the user. Rather than launch an instance of the Office application and use the COM Interop, you can perform all these tasks safely in .NET, without having to worry about cleanly closing the application.

In line with the first scenario, my initial goal was to see if I could read the contents of an Excel Workbook with a console app. Rather than going into lengthy explanations, here is the code I ended up with, which borrows heavily from the samples provided with the SDK:

namespace OpenXmlApp
{
using System;
using System.Collections.Generic;
using System.Linq;
using DocumentFormat.OpenXml;
using DocumentFormat.OpenXml.Packaging;

public static class Program
{
private static void Main(string[] args)
{
var filePath = @"C:/Tests/protectedFile.xlsx";
using (var document = SpreadsheetDocument.Open(filePath, false))
{
var workbookPart = document.WorkbookPart;
var workbook = workbookPart.Workbook;

var sheets = workbook.Descendants<Sheet>();
foreach (var sheet in sheets)
{
var worksheetPart = (WorksheetPart)workbookPart.GetPartById(sheet.Id);
var sharedStringPart = workbookPart.SharedStringTablePart;
var values = sharedStringPart.SharedStringTable.Elements<SharedStringItem>().ToArray();

var cells = worksheetPart.Worksheet.Descendants<Cell>();
foreach (var cell in cells)
{
Console.WriteLine(cell.CellReference);
// The cells contains a string input that is not a formula
if (cell.DataType != null && cell.DataType.Value == CellValues.SharedString)
{
var index = int.Parse(cell.CellValue.Text);
var value = values[index].InnerText;
Console.WriteLine(value);
}
else
{
Console.WriteLine(cell.CellValue.Text);
}

if (cell.CellFormula != null)
{
Console.WriteLine(cell.CellFormula.Text);
}
}
}
}

}
}
}

• I am opening the document as read-only, setting the second argument to false.
• workbook.Descendants<Sheet>() returns an IEnumerable<Sheet>, which means that you can now query it using Linq if you please.
• I am still wrapping my head around the organization of elements. Coming from “classic” Excel, I expect to be able to navigate down directly from a Workbook into its Worksheets; here, the Sheet contained in the Workbook is merely a key which indicates what sheets exist, and what Id to use when requesting them. Navigating between the parts of the file will take a bit of getting used to.
• I love the fact that you can directly iterate over the Cells of a Worksheet. The cells variable above retrieves only cells that have some content, and nothing more. No need to read cells into 2-d arrays and iterating over all of them.
• On the other hand, I found the organization of the cells content a bit disorienting at first. Interestingly, cells that contain strings that are not formulas do not store the value in the cell element itself. They are stored in a SharedStringTable, and the cell contains an index, in Cell.CellValue.Text, which indicates which element of that table it contains. This seems to be true only for strings that are not formulas, however: if the cell contains a formula, or some non-string type, then the content is stored in CellValue.Text, and there is no record in SharedStringTable. I am sure this will make sense to me some day.
• I am interested to see how easy or painful it is to work with Cells addressed by their index (as in, Cells[3,2] ). This is fairly straightforward using the Interop, but from what I have seen so far, I expect it will be a bit more involved here, because that’s just not how the data is organized.

In short, I found the SDK pleasant to install and use so far (and well documented), and I can definitely see scenarios where I will be using it in the future. On the other hand, I suspect I will end up writing quite a few helper methods to make it more usable – probably trying to make it look closer to the classic Interop. I suspect also that it will turn out to be better suited for applications like Word and PowerPoint, because of the more hierarchical nature of their content.

20. February 2011 17:27

While browsing the ListObject documentation today, I realized that, while all the examples given focused on binding to a DataSet, it also supports databinding to “any component that implements the IList interface”. This is something I wasn’t aware of, so I figured I would give it a try.

I quickly created a Excel 2007 Template project in VS2010, and added a simple Product class as follow:

public class Product
{
public string Name { get; set; }
public double Price { get; set; }
}

I then added the following code behind Sheet1, creating a straightforward list of Product, as well as a ListObject, setting the DataSource to the list:

public partial class Sheet1
{
private List<Product> products;
private ListObject listObject;

private void Sheet1_Startup(object sender, System.EventArgs e)
{

this.products = new List<Product>();
this.products.Add(new Product() { Name = "Alpha", Price = 10d });
this.products.Add(new Product() { Name = "Bravo", Price = 20d });
this.products.Add(new Product() { Name = "Charlie", Price = 30d });

this.listObject.DataSource = products;
}