Excel Modeling World Championships 2014

Excel Financial Modelling is not my thing – but if its yours you may be interested in this:

Invitation to the Excel Modeling World Championships 2014

ModelOff 2014Members of the ​FastExcel community are invited to the annual Excel and Financial Modeling World Championship 2014 Event (ModelOff, www.modeloff.com). The Advanced Excel educational competition helps celebrate Excel in Financial Services. The fun, challenging and innovative competition has a mission to inspire skill development with Microsoft Excel, Financial Modeling and Financial Analysis which is central to global businesses and communities. The competition showcases some of the fastest, hard-working and talented Excel minds from 100+ countries. Round 1 starts on 25th October 2014 (8 weeks away)

Summary of Event

Over 3,000 participants competed in the ModelOff 2013 event. Major Global Partners and Sponsors are: Microsoft, Intralinks, S&P Capital IQ, Kaplan Education, Bloomberg, AMT Training, Corality and Ernst & Young.  Participants come from diverse companies and jobs – such as Analysts, Associates and Managers at Investment Firms and Accounting Firms, CFOs, Analytics Professionals, In-House Excel Gurus and Consultants with a shared passion for Microsoft Excel and Finance.  Students comprise ~35% of all entrants worldwide – most studying Commerce, Accounting, Finance and Masters university qualifications. The countries most represented have typically been: United States, UK, Poland, Russia, Canada, Australia, India and Hong Kong.  Female participation is ~20% of all competitors – hopefully higher this year (the reigning champion is Hilary Smart 26yo from London).

How It Works

The ModelOff competition involves two online qualification rounds (2 hours each) conducted simultaneously around the world. The Top 16 performers are flown to New York for the Live Finals at the offices of Microsoft and Bloomberg in early December 2014.  Questions are mostly case study and multiple choice format – with some ranging from a basic understanding of discounted cash flow (DCF) analysis, 3-way integrated cash flow models to more complex project finance and simulation techniques.  Some basic Accounting, Finance and Excel knowledge is likely needed to progress to Round 2.

Free Training and Preparation

All past questions and tests from ModelOff 2012 and 2013 are free and available on the ModelOff website. The organizers believe in accessible excellence and this can be a great starting point for anyone looking to become involved for the first time and improve their Advanced Excel skills in Financial Services and Financial Modeling.  We actively encourage all participants to visit all our community partners, bloggers, our major global sponsors during and following the event for their own learning, mentoring and professional development. Competitors in the Top 10% of ModelOff 2014 will be eligible for exciting local and international opportunities, offers from community partners and fun learning experiences (e.g. Trips to Microsoft Excel in Redmond). We’re also hosting free networking events in major Financial Centres including Hong Kong, London, Sydney, New York and Regional Meetups in the coming months for anyone interested in networking and mentoring with Excel-users in their local cities. Entry to the competition is $20 for students and $30 for professionals.

 

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VBA searching shootout between WorksheetFunction.Match: Performance Pros and Cons

It is a rainy day here in Norfolk so …

Prompted by a claim that searching using a variant array was much faster than calling MATCH from VBA I thought it was time for a detailed performance analysis.
I shall try to discover when it is better to use the array method rather than MATCH and whether the performance penalty of a wrong choice is significant.

An earlier post match-vs-find-vs-variant-array-vba-performance-shootout looked at doing a slightly more complex search. This time I will use a simpler test case and concentrate on determining the influence of data size, the length of the search within the data and the overhead of each method.

Test Setup

The test setup is very simple: column A1:A100000 contains a sequence of numbers from 1 to 100000.
Each different method is tested using a variety of sizes of rows and a variety of search depth percentages.

Match_Array1So for example 25% search depth of 400 rows means that the search will look 100 rows deep in the 400.

I am testing with Excel 2010 32-bit mainly (with some Excel 2013 32-bit comparisons) under Windows 7 Pro 64 bit.
My PC is a Dell Latitude E6530 with 8GB memory and a quad core i7-3720QM 2.60 GHZ. However since all the tests are VBA based only one core will be used.

Methods Tested

I am testing 6 different methods.

  1. Linear search using a For loop on a variant array created from the resized range in Column A
  2. Linear search using WorksheetFunction.MATCH with the unsorted option directly on a range created from Column A.
  3. Linear search using Application.MATCH with the unsorted option directly on a range created from Column A.
  4. Linear search using WorksheetFunction.MATCH with the unsorted option on a variant array created from the resized range in Column A
  5. Binary search using WorksheetFunction.MATCH with the sorted option directly on a range created from Column A.
  6. Cell by Cell loop directly on a range created from Column A.

The VBA Code

The VBA code is designed as a main subroutine returning a variant array of results to a driver sub.

Each search method is embedded in 3 loops:

  • Loop on Range Size (Number of Rows)
    • Loop on % Search Depth (How far to traverse within the range)
      • Loop on Trails (each test is timed 5 times and the median of the 5 times is used)

Timing is done using the MicroTimer Windows high-resolution timer.


Sub DoSearchTests()
Dim j As Long
Dim vResults() As Variant
'
' call each method in turn
'
For j = 1 To 6
SearchTimer vResults(), j
Worksheets("Sheet1").Range("E4").Offset((j - 1) * 14, 0).Resize(UBound(vResults), UBound(vResults, 2)) = vResults
Next j
End Sub
Sub SearchTimer(vResults() As Variant, jMethod As Long)
'
' 6 Search Methods:
'
' 1 Linear search of variant array
' 2 Linear WorksheetFunction.MATCH on Range
' 3 Linear Application.MATCH on Range
' 4 Linear WorkSheetFunction.Match on Array
' 5 Binary Search Match on Range
' 6 Cell by Cell search
'
Dim vArr As Variant
Dim j As Long
Dim i As Long
Dim jF As Long
Dim jRow As Long
Dim jTrial As Long
Dim dTime As Double
Dim NumRows As Variant
Dim SearchDepth As Variant
Dim vTrials() As Variant
Dim rng As Range
Dim SearchVal As Variant
''' initialise
NumRows = Names("nRows").RefersToRange.Value2
SearchDepth = Names("SearchDepth").RefersToRange.Value2
ReDim vResults(LBound(NumRows) To UBound(NumRows), LBound(SearchDepth, 2) To UBound(SearchDepth, 2))
dTime = MicroTimer
With Worksheets("Sheet1")
''' loop on number of rows
For i = LBound(NumRows) To UBound(NumRows)
''' loop on % search depth
For jF = LBound(SearchDepth, 2) To UBound(SearchDepth, 2)
''' derive search value as a % of the number of rows
SearchVal = Int(SearchDepth(1, jF) * NumRows(i, 1))
If SearchVal < 1 Then SearchVal = 1
''' find the median time of 5 trials
ReDim vTrials(1 To 5)
For jTrial = 1 To 5
''' timing loop
If jMethod = 1 Then
''' get array and loop for search
dTime = MicroTimer
Set rng = .Range("a1:A" & CStr(NumRows(i, 1)))
vArr = rng.Value2
For j = LBound(vArr) To UBound(vArr)
If vArr(j, 1) = SearchVal Then
jRow = j
Exit For
End If
Next j
dTime = MicroTimer - dTime
ElseIf jMethod = 2 Then
''' use linear WorksheetFunction.Match on the range
dTime = MicroTimer
Set rng = .Range("a1:A" & CStr(NumRows(i, 1)))
jRow = WorksheetFunction.Match(SearchVal, rng, 0)
dTime = MicroTimer - dTime
ElseIf jMethod = 3 Then
''' use linear Application.Match on the range
dTime = MicroTimer
Set rng = .Range("a1:A" & CStr(NumRows(i, 1)))
jRow = Application.Match(SearchVal, rng, 0)
dTime = MicroTimer - dTime
ElseIf jMethod = 4 Then
''' use linear WorksheetFunction.Match on an array from the range
dTime = 0#
If NumRows(i, 1) <= 65536 Then
dTime = MicroTimer
Set rng = .Range("a1:A" & CStr(NumRows(i, 1)))
vArr = rng.Value2
jRow = WorksheetFunction.Match(SearchVal, vArr, 0)
dTime = MicroTimer - dTime
End If
ElseIf jMethod = 5 Then
''' use binary search Match on the range
dTime = MicroTimer
Set rng = .Range("a1:A" & CStr(NumRows(i, 1)))
jRow = WorksheetFunction.Match(SearchVal, rng, 1)
dTime = MicroTimer - dTime
ElseIf jMethod = 6 Then
''' get cell value and loop
dTime = MicroTimer
Set rng = .Range("a1:A" & CStr(NumRows(i, 1)))
For Each vArr In rng
If vArr = SearchVal Then
jRow = j
Exit For
End If
Next vArr
dTime = MicroTimer - dTime
End If
''' store timings for trials
vTrials(jTrial) = dTime * 1000000
Next jTrial
''' get median of the trials
vResults(i, jF) = WorksheetFunction.Median(vTrials)
Next jF
Next i
End With
End Sub

 Test Results

All timings are in Microseconds (millionths of a second).

Looping the Variant Array from a Range (Method 1)

XL2010_Method1The timings for this method show:

  • An overhead of 10 Microseconds per call
  • The 0% column is a good approximation to the time taken to read the range into a variant array. This increases with the size of the range.
  • Search time could be calculated by subtracting the 0% column from the other columns and as expected increases with the number of cells  being traversed.

Using WorksheetFunction.Match on Ranges (Method 2)

XL2010_Method2

The timings for this method show:

  • An overhead of 13 Microseconds per call (larger than the array method)
  • The 0% column is constant because no data is transferred from Excel to VBA..
  • Search time less overhead increases with the number of cells  being traversed but is lower than the array method.

Using Application.Match on Ranges (Method 3)

XL2010_Method3

I added this method to compare using Application.MATCH with WorksheetFunction.MATCH.
The timings for this method show:

  • An overhead of 16 Microseconds per call (larger than the WorkSheetFunction method)
  • The 0% column is constant because no time is taken to transfer the data from Excel to VBA
  • Search time less overhead increases with the number of cells  being traversed and is very similar to the WorkSheetFunction method.

Using WorksheetFunction.Match on an array derived from a Range (Method 4)

XL2010_Method4

The timings for this method show:

  • An overhead of 15 Microseconds per call (larger than both the array and Match methods)
  • The 0% column increases sharply with data size and is larger than Method 1 because the data is transferred from Excel to VBA and back to the MATCH function.
  • Search time less overhead increases with the number of cells  being traversed but is lower than the array method.
  • The 100000 row is missing because this method only allows a maximum of 65536 rows before the MATCH function  fails.

Using the Binary Search (sorted) option of WorksheetFunction.Match on Ranges (Method 5)

XL2010_Method5WOW!!! That is seriously fast.

  • The overhead is comparable to Linear Search WorksheetFunction.MATCH (Method 2)
  • The 0% column is constant because no data is transferred from Excel to VBA.
  • Search time is close to zero even over 100000 rows because of the efficiency of the Binary Search method being used.
  • The data has to be sorted for this to work
  • If there is missing data it would need to be handles with the double VLOOKUP/MATCH trick.

Using Cell by Cell search (Method 6)

XL2010_Method6The timings for this method show:

  • The overhead is comparable to Method 1 but the 0% column does not increase with increasing data size because only the minimum amount of data is being transferred from Excel to VBA.
  • For large amounts of data this method is extremely inefficient, but for small (20-30 roes) volumes you will not usually notice it.

Breakeven between the Array Method (1) and the WorksheetFunction.MATCH method (2)

Excel2010Compare

This table shows the ratio of method 1 timings to method timings, so anything >1 shows that method 2 is faster.

  • For large amounts of data MATCH is significantly faster than the array method.
  • The breakeven point for Excel 2010 32-bit is around 40 rows.
  • The traversing search speed of MATCH is faster than the array method and data does not need to be transferred from Excel to VBA.
  • But the overhead of the Array method is lower than that of Worksheetfunction.Match

Comparing Excel 2013 with Excel 2010

Excel2013CompareWith Excel 2013 the breakeven point is slightly more in favour of MATCH than with Excel 2010.

Excel 2013 Method 1 (Variant array search)

XL2013_Method1

Excel 2013 Method 2 (WorksheetFunction.Match)

XL2013_Method2

 Conclusions

  •  Both the Array method and WorksheetFunction method are fast.
  • When you just want to do a search the MATCH method is the way to go.
  • When you want to do a search combined with processing the data the Array method is often more efficient. (See match-vs-find-vs-variant-array-vba-performance-shootout  )
  • For small amounts of data either method is good because the timing differences will not be noticeable unless you are iterating the method thousands of times.
  • There does not seem to be a major difference in these tests between Excel 2010 and Excel 2013.
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FastExcel V3 Released with Introductory Offer

FastExcel has been used successfully by thousands of users since it was first launched in 2001. The last version 2.4 was introduced in 2008 and since that time there have been major changes to Excel with Excel 2007, 2010 and 2013, including 64-bit Excel and Multi-threaded calculation.

FastExcel Version 3 is a major upgrade of the successful V2.4 product and has been under development for several years.

Special Introductory Offer – 50% off the FastExcel V3 Bundle

You can get a special launch offer of a 50% discount on the FastExcel V3 Bundle (all the FastExcel V3 products) as long as you buy a license before the end of July 2014.

The FastExcel V3 Family of Products

There are 3 major products in the FastExcel V3 family which are targeted at different types of useage. The aim is to allow you to only buy the tools you need.

FastExcelV3

FastExcel V3 Profiler

The Profiler gives you a comprehensive set of tools focussed on finding and prioritising calculation bottlenecks. If your spreadsheet takes more than a few seconds to calculate you need FastExcel profiler to find out and prioritize the reasons for the slow calculation

  • Profiling Drill-Down Wizard – the easy way to find bottlenecks
  • Profile Workbook – profiles worksheet calculation times, volatility, multi-threaded efficiency and memory useage.
  • Profile Worksheet – profiles worksheet areas, columns and row including conditional formats
  • Profile Formulas and Functions – profiles each unique formula’s calculation time and function types
  • Map Cross-References – shows and counts the links between worksheets.

FastExcel V3 Manager

FastExcel Manager contains tools to help you build, debug and maintain Excel workbooks.

  • Name Manager Pro – an invaluable tool for managing Defined Names and Tables
  • Formula Viewer/Editer – a better way of editing and debugging more complex formulas.
  • Sheet Manager – Easily manage and manipulate worksheets.
  • Workbook – Cleaner – Trim down any excess bloat in your workbooks
  • Where-Used Maps – See where your Defined Names, Number Formats and Styles are being used

FastExcel SpeedTools

SpeedTools provides you with a state-of-the-art tool-kit to help you speed up your Excel Calculations

  • Calculation timing tools for workbooks, worksheets, and ranges
  • Additional calculations modes to enhance control of calculation so that you only calculate what needs to be calculated.
  • 90 superfast multi-threaded functions
  • Faster and more powerful Lookups and List comparisons
  • Multi-condition filtering and Distinct formulas to eliminate many slow SUMPRODUCT and Array formulas
  • Enhanced functions for Array handling, text, mathematics, sorting, information and logic

Try it out for yourself:

Download the 15-day full-featured trial of FastExcel V3 build 215.642.755.317

Note: the trial version of FastExcel V3 profiler does not enable Profile Workbook, Profile Worksheet and Profile Formulas, and the Drill down wizard will only profile a single worksheet.

You can convert the trial version of FastExcel V3 to a fully licensed version at any time by purchasing one of the FastExcel V3 licensing options.

Want to know more?

Download the FastExcel V3 Help file or the FastExcel V3 User Guide (PDF)
(you may need to unblock the downloaded .CHM file – Right-Click->Properties->Unblock)

Posted in Calculation, Lookups, Memory, UDF, VBA, XLL | Leave a comment

Making sense of complex Formulas: an Indenting Viewer-Editer

Some time ago I was working with a client to speed up one of their workbooks.
I was using the FastExcel V3 formula profiler and it showed that one formula was taking a significant proprtion of the calculation time.

And the formula was too complicated to easily understand. So I decided that FastExcel V3 really needed a better way of understanding, creating and modifying formulas and started developing one. It currently looks like this:

Indent1Of course the trouble with creating a formula indenter is:

  • Nobody agrees what the “correct” indentation style is!
  • And anyway what works well for one formula does not neccessarily work well for another formula.

So I added the ability to dynamically switch indentation styles: for me splitting the OR(…) section by commas makes it easier to read -

Indent2The Viewer-Editer also helps you debug the formula by showing you the result of the selected portion of the formula and by making it easy and fast to jump to and select different parts of the formula.

Indent3The Select options work in conjunction with the navigate arrows (Next left, This, Next right, Expand selection, Contract selection).
So if you click the right arrow with Functions selected the selection jumps to the next function on the right and shows you the result in the evaluate box.

Indent4Modifying the Formula

You can modify the formula by directly editing the formula text and there are also many of the familiar Excel tools built-in:

  • Function Wizard
  • Insert a Reference or a Defined Name
  • Change a reference from Relative to Absolute (F4)
  • Build up a Mega-Formula by inserting a copy of another formula

Indent6

Clicking the Function Wizard button when a function is selected brings up the function wizard for that function so that its easy to change:

Indent5but if nothing is selected then the Function Wizard is called allowing you to choose a function, enter its parameters, and have it inserted at the current insertion point.

Conclusion

I have added quite a lot of function to the viewer-editer since the original concept, but I am sure it can be improved further.

So please download FastExcel V3 Beta 3, try it out and let me have your comments.

 

 

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The Amsterdam Excel Summit

Amsterdam

A Unique Opportunity

Dear Excel lovers,

Is Excel the first and last application you use every day?
Do you want to improve your Excel skills and get first-hand knowledge from the absolute best Excel experts in the world?
Then this unique event is for you.

The Amsterdam Excel Summit

Worldclass Excel Experts

An absolute unique group of Excel MVP’s will gather in Amsterdam to share their expert knowledge with you. The Excel MVP’s happen to be in Amsterdam for a meeting and we’ve succeeded in getting some of them to present at our event. There is not much chance on this happening again anytime soon, so make sure you register!

My own session will (of course) be about speeding up Excel calculations:

How to make Excel Calculate Your Workbooks Faster

  • Excel’s smart calculation engine
  • The impact of Volatility and Multi-threading
  • Fan-out and Short-circuiting
  • User-defined functions and Array formulas
  • Lookups and SUMPRODUCT
  • Finding Calculation bottlenecks
  • Golden Rules for Faster Calculation

So come along and:

  • Ask questions and get answers from the assembled Excel gurus
  • Meet like-minded Excel Geeks
Posted in Uncategorized | 7 Comments

Threading and Hyper-Threading: Optimizing Excel Calculation speed by changing the number of threads

I have just implemented measuring multi-threaded calculation efficiency in FastExcel V3 Profile Workbook: so I thought it would be interesting to see the effect on calculation speed of varying the number of threads, and switching off hyper-threading.

Hyperthreading

Almost all of todays PCs have multiple cores. My desktop has an Intel I7 870 chip. This contains 4 hyper-threaded cores. Hyper-threading is an Intel hardware feature that allows each core to look to the software as though it is 2 cores. If one of the hyperthreads on a core gets stalled waiting for data the other hyperthread takes control of the resources and tries to continue. How efficient this is is highly dependent on the software application, and I had no idea whether Excel made good use of hyper-threading or not.

Because hyper-threading is a hardware feature you can only switch it off or on using the BIOS.

Excel Multi-threaded Calculation

Microsoft did a great job of implementing multi-threaded calculation in Excel 2007. The way this works is

  • Excel analyzes the calculation chains of formula dependencies looking for lengths of chain that can be processed in parallel
  • Starts a number of separate calculation threads
  • Assigns the lengths of chain to the calculation threads for processing
  • And finally gathers everything together

How successful this process is depends very much on the structure and linkages between your formulas, whether the functions you are using are multi-threaded etc, and this can vary enormously between workbooks.

You can control the number of threads that Excel assigns to the calculation process using File–>Options–>Advanced Options–>Formulas. The number of threads assigned can be larger or smaller than the number of logical cores available.

The Tests

I picked three largeish workbooks:

  • TTG – 4.7 million formulas using 704 Megabytes of workbook memory
  • GL – 466 thousand formulas using 114 Megabytes of workbook memory
  • PF2 – 284 thousand formulas using 700 Megabytes of workbook memory

I used my main desktop machine with Windows 7 32 bit and Excel 2010 32-bit.
This PC has an Intel Core I7 870 2.93 GHZ with 4 hyper-threaded physical cores, so 8 logical cores.

I ran a full calculation on each of the 3 workbooks using 1 to 8, 12, 24, 64 and 256 calculation threads with hyper-threading enabled. Then I switched off hyper-threading and ran a full calculation with 4 threads (so matching the physical cores) and 8 threads.

Timing Results with Hyper-threading enabled

Thread_TableTimings are in seconds for the second or third successive full calculation (to enable comparable optimization of the calculation process).

TTGGLPF2As you can see, all three workbooks show different characteristics:

  • TTG and PF2 are both fastest with 8 threads but GL is fastest with only 3 threads.
  • Increasing the number of threads beyond the number of logical cores available slows down calculation, but the increase is much less marked with PF2 than with the other 2 workbooks.
  • Increasing the number of threads beyond the number of physical cores up to the number of logical cores improves speed for TTG and PF2: so hyperthreading is successfully exploited by Excel. But physical cores are much more effective than logical cores.

The effect of disabling Hyperthreading

When I disabled hyperthreading using the BIOS:

  • Calculation using 4 threads ran slightly faster for TTG (88 vs 93) and PF2(7.6 vs 7.7) but slower for GL (0.49 vs 0.48)
  • Calculation using 8 threads ran slightly slower for all 3 workbooks (TTG 89 vs 73, PF2 7.7 vs 6.5, GL 0.58 vs 0.55)

So the effect of hyperthreading is noticeable but not large.

Running out of memory

There have been threads in the newsgroups about multi-threaded calculation causing Excel to give warning messages about running out of resources whilst calculating. I have not been able to duplicate this problem even with a large workbook like TTG running with 256 threads. The suggested solutions are either to turn off hyper-threading using the BIOS or to reduce the number of threads from 8 to 6.

Conclusions

  • Excel’s multi-threaded calculation can be very successful at reducing calculation times.
  • The effect of hyper-threading is not as large as that from multiple physical cores, but its still worth having.
  • The effectiveness of multi-threading is very dependent on the workbook. There will be workbooks where the overhead of analyzing the calculation chains outweighs the gain in calculation speed.
  • Excel’s default setting to assign a calculation thread to all available logical cores seems sensible.
Posted in Calculation | Tagged , | 5 Comments

Inserting a UDF and Launching the Function Wizard from VBA

In a previous post I suggested you could do this by entering the function using VBA into the selected cell using a comma as the argument to the function, for example =LISTDISTINCTS.SUM(,) , and then calling the function wizard using Application.Dialogs(xlDialogFunctionWizard).Show.

This method mostly works but has 2 major drawbacks:

  • It won’t allow you to use F4 within the function wizard to change from relative to absolute.
  • You get #Value or #Name when launching an XLL-based UDF with only 1 argument.

After a lot of trial and error I eventually found a way that seems to work in all cases:

Sub GoFuncWiz(strFunc As String, blArray As Boolean)
On Error Resume Next
If blArray Then
Selection.FormulaArray = "=" & strFunc & "()"
Else
Selection.Formula = "=" & strFunc & "()"
End If
Application.OnTime Now + TimeValue("00:00:01") / 4, "RangeFuncWiz"
End Sub
Sub RangeFuncWiz()
On Error Resume Next
Selection.FunctionWizard
End Sub

The simple (once you know how) solution is to launch the Range.FunctionWizard method, but with a quarter-second delay!
Oh, and you don’t need the dummy comma argument either.

Posted in UDF, VBA, XLL | Leave a comment

2013 in review

The WordPress.com stats helper monkeys prepared a 2013 annual report for this blog.

Here’s an excerpt:

The Louvre Museum has 8.5 million visitors per year. This blog was viewed about 85,000 times in 2013. If it were an exhibit at the Louvre Museum, it would take about 4 days for that many people to see it.

Click here to see the complete report.

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Excel 2013 SDI Bug: “Calculate” in Status Bar strikes again

In the old days (I’m talking Excel 5 to Excel 2003 here) there was a worrying situation you could find yourself in where, no matter what you did, Excel would show you “Calculate” in the statusbar.
Even when actually nothing needed calculating.
You could press F9, Ctrl/Alt/F9 or even Shift/Ctr/Alt/F9 until the cows came home, but you could not get rid of that pesky “Calculate”.

Excel 2007 to the rescue

Then along came Excel 2007 and solved the problem.

For details of the circumstances causing “Calculate” to appear in the statusbar see http://www.decisionmodels.com/calcsecretsf.htm

Excel 2013 and Calculate in the statusbar

Having just spent the best part of 2 days sorting out what looked like a problem with a lot of complicated VBA FastExcel code I have just discovered that its not a FastExcel problem at all: its an Excel 2103 SDI Bug (Single Document Interface – each window is separate from the others. As opposed to MDI -Multiple Document Interface where all the windows are within a parent window – as in all previous Excel versions).

Basically what should happen is very simple:

  • When Excel detects that something needs to be calculated it puts the “Calculate” message in the statusbar. (This corresponds to VBA Application.CalculationState=xlPending)
  • Whilst Excel is calculating it shows “Calculating x%” in the statusbar (Application.CalculationState=xlCalculating)
  • When Excel has finished calculating it removes the messages from the statusbar (Application.CalculationState=xlDone)

There are a few exceptions to this:

  • If Workbook.ForceFullCalculation is true then the statusbar always shows Calculate
  • If there are circular references and Iteration is switched on then the statusbar always shows Calculate
  • If your VBA has taken control of the statusbar then you don’t see this happening until you relinquish control
  • If you are using Automatic Calculation mode then the switch into and out of “Calculate” status does not happen.

Unfortunately the Excel 2013 SDI implementation currently only does all this to the active window: so if you have multiple workbooks open things can rapidly get in a mess:
just follow this simple recipe:

Start Excel 2013 with an empty workbook (Book1) and in automatic calculation mode.

Add a (non-volatile) formula to cell A1 (=99)

Open another empty workbook (Book2)

Switch to Manual calculation Mode

Add a (non-volatile) formula to cell a1 in Book2 (=55)

The statusbar in book2 now shows “calculate” but the one in Book1 does not (Bug)

statusbar1Now switch to the Book1 window and press F9. The Calculate message in Book2 should go away: but it does not (Bug)

Statusbar2Now you can go back to the Book2 window and press F9 again, but that pesky “calculate” will NOT go away.
If you change the formula in cell A1 (or do anything else that makes the workbook uncalculated) and then press F9 the “calculate” goes away!

You can even make this happen in Automatic mode.

Repeat the steps above, but when you have switched to Book1 with book2 showing calculate, instead of pressing F9 switch to Automatic calculation mode.
Now switch back to Book2 and no matter what you do you cannot get rid of “Calculate” (except by going back to Manual, dirtying Book2 and recalculating).

Conclusion

Moving Excel 2013 to SDI is the only way to get sensible support for multiple screens, and so was probably neccessary.
But it has caused quite a lot of breakage of existing applications (Toolbars, Modeless Forms etc)

I hope Microsoft can fix this Calculate problem in the forthcoming SP1 release before it bites too many people!

Posted in Calculation, VBA | 5 Comments

Finding out if a function is Volatile or Multithreaded using VBA: UDFs for UDFs

Part of my new Profiling Formulas and Functions command requires the code to determine whether a Function is  a native built-in Excel function, or an XLL function, or some other kind (VBA, Automation). And I also want to know if its multi-threaded or volatile because that can have a significant effect on calculation performance.

So here is how to do it!

Built-in Native Functions

You can get a list of the functions that are built-in to Excel from the Excel XLL SDK. I added 2 columns to the list showing whether the functions are Multi-Threaded or Volatile:

Native_FuncsThen I can use VLOOKUP to find out if the function is a built-in Excel function, and if so whether it is Volatile or Multi-threaded.

XLL Functions

XLL functions have to be registered using the REGISTER C-API command. When registering the function you have to include a typestring that declares what type each of the function arguments is, and whether the function is multi-threaded or volatile.

And it turns out there is a VBA method to get the typestrings for all registered XLL Functions.
Application.RegisteredFunctions returns a 3-column array containing the name of the XLL file, the Function name and the function typestring.

But of course it is not quite so easy as that. The Function name it returns is the internal function name in the XLL code, which is usually not the same as the name of the UDF function as used by Excel!
So for example a UDF name like REVERSE.TEXT could have an XLL internal name of f1.

Using Register.ID to match up the Names

The way to find out which XLL function name (if any) corresponds to the Excel UDF Name is to find the internal number of the function (its Register ID).

For an XLL UDF this is the number returned if you enter the Excel UDF name in a formula without any () after it (for example =REVERSE.TEXT ). And you can get this in VBA using EVALUATE:

vExcelFuncID = Evaluate(strFunc)

Getting the Register Id number of the internal XLL function name requires calling an XLM Macro command called REGISTER.ID using VBA Application.ExecuteExcel4Macro.

Then if both Register.IDs match you have an XLL function and you can look in the typestring to see if its multi-threaded (the typestring contains $) or volatile (typestring contains #).

Other UDF Types (VBA, Automation …)

If the UDF is not built-in and not a registered XLL function it must be either a VBA or an Automation UDF (or an XLM UDF!). None of these can be multi-threaded.

But they can be volatile and I have not found a straight-forward way of determining this programmatically. The simplest way to find out is to put the UDF in a formula and see if the formula recalculates with every F9: but you can’t do that from a VBA UDF!

The VBA Code

You can download the code as an XLAM from here.

There are 2 Subroutines to get the Native function lists and registered XLL functions into module level arrays:

Option Explicit
Option Base 1
Dim vFuncRegister As Variant
Dim vNative As Variant

Private Sub GetNative()
'
' get the list of native built-in functions and their attributes
'
If IsEmpty(vNative) Then
vNative = ThisWorkbook.Worksheets("NativeFuncs").Range("A2").Resize(ThisWorkbook.Worksheets("NativeFuncs").Range("A1000").End(xlUp).Row - 1, 3)
End If
End Sub
Private Sub GetFuncRegister()
'
' get list of registered functions and their funcIDs
'
Dim sCmd As String
Dim vRes As Variant
Dim j As Long
'
If Not IsEmpty(vFuncRegister) Then Exit Sub
'
vFuncRegister = Application.RegisteredFunctions     ''' get data on XLL registered functions
'
' add column for funcid
'
ReDim Preserve vFuncRegister(LBound(vFuncRegister) To UBound(vFuncRegister), 1 To 4) As Variant
'
For j = LBound(vFuncRegister) To UBound(vFuncRegister)
'
' get funcids
'
If vFuncRegister(j, 1) Like "*xll" Then
sCmd = "REGISTER.ID(""" & CStr(vFuncRegister(j, 1)) & """,""" & CStr(vFuncRegister(j, 2)) & """)"
vRes = Application.ExecuteExcel4Macro(sCmd)
If Not IsError(vRes) Then vFuncRegister(j, 4) = vRes
End If
Next j
End Sub

The main function checks the function name against the native functions array, then if not found, checks it against the registered XLL functions array and if not found assumes it must be a VBA or Automation (or XLM) UDF.


Private Function CheckFunc(strFunc As String, blMulti As Boolean, blVolatile As Variant) As String
'
' returns
' type = B if built-in, X if XLL else O for Other (VBA or Automation)
' blMulti is true if multithreaded
' BlVolatile is True if Volatile, False if not volatile and ? if don't know
'
Dim strType As String
Dim vFound As Variant
Dim j As Long
Dim strTypeString As String
Dim vExcelFuncID As Variant
'
blMulti = True
blVolatile = False
'
' check for native xl function
'
On Error Resume Next
vFound = Application.VLookup(strFunc, vNative, 1, False)
On Error GoTo 0
If Not IsError(vFound) Then
strType = "B"
If Application.VLookup(strFunc, vNative, 3, False) = "V" Then blVolatile = True
If Application.VLookup(strFunc, vNative, 2, False) = "S" Or Val(Application.Version) < 12 Then blMulti = False
End If
'
If Len(strType) = 0 Then
'
' get xlfuncid - if not error then its an XLL func
'
vExcelFuncID = Evaluate(strFunc)
If Not IsError(vExcelFuncID) Then
strType = "X"
For j = LBound(vFuncRegister) To UBound(vFuncRegister)
If strFunc = vFuncRegister(j, 2) Or vExcelFuncID = vFuncRegister(j, 4) Then
strTypeString = vFuncRegister(j, 3)
If InStr(strTypeString, "!") > 0 Or _
(InStr(strTypeString, "#") > 0 And (InStr(strTypeString, "R") > 0 Or InStr(strTypeString, "U") > 0)) _
Then blVolatile = True
If InStr(strTypeString, "$") = 0 Or Val(Application.Version) < 12 Then blMulti = False
Exit For
End If
Next j
End If
End If
'
If Len(strType) = 0 Then
'
' else its Other (VBA or Automation)
'
strType = "O"
blMulti = False     ''' cant be multi
blVolatile = "?"    ''' don't know if volatile
End If
'
CheckFunc = strType
End Function

Then there are 3 UDFs to find out if the UDF is Volatile, is Multi-threaded and what type of UDF it is.

Public Function IsMultiThreaded(strFuncName As String) As Variant
'
' check if a function is Multi-Threaded
' Returns true or false
'
Dim blMulti As Boolean
Dim blVolatile As Variant
Dim strType As String
'
GetNative
GetFuncRegister
strType = CheckFunc(strFuncName, blMulti, blVolatile)
'
IsMultiThreaded = blMulti
End Function
Public Function IsVolatile(strFuncName As String) As Variant
'
' check if a function is volatile
' returns True or False or ? if don't know
'
Dim blMulti As Boolean
Dim blVolatile As Variant
Dim strType As String
'
GetNative
GetFuncRegister
strType = CheckFunc(strFuncName, blMulti, blVolatile)
'
IsVolatile = blVolatile
End Function
Public Function FuncType(strFuncName As String) As Variant
'
' get type of function: B for built-in Excel, X for XLL, O for Other

Dim blMulti As Boolean
Dim blVolatile As Variant
Dim strType As String
'
GetNative
GetFuncRegister
FuncType = CheckFunc(strFuncName, blMulti, blVolatile)
End Function

Note: Yes – the production version of this code is more optimised for speed, but this version is easier to understand!

Summary

When you are trying to optimise Excel calculation speed its important to know which functions are multi-threaded or volatile.

This post demonstrates a way of doing this programmatically.

Limitations:

There are some limitations of this method:

  • Cannot determine if VBA and Automation UDFs are volatile.
  • Will not detect XLL functions that internally change volatility programmatically.

Any ideas on how to determine the volatility of VBA UDFs will be gratefully received!

Posted in Calculation, UDF, VBA, XLL | Leave a comment