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08.19.2008 at 02:36AM PDT, ID: 23658923
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8.2

Excel Interop - slow Slow SLOW !!

Asked by orekin in .NET, Visual Studio

Tags:

I have a bunch of data stoed in a collection of my own objects, and I want to put the data into a neat Excel spreadsheet.
I'm using VB.NET in Visual Studio 2005.
This code works, but is unacceptably slow, any ideas to speed it up ???

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Private Sub SaveResultsToXls()
        Dim myXL As Excel.Application = CreateObject("Excel.Application")
        Dim oldCalc As Excel.XlCalculation
        Dim wkBk As Excel.Workbook
 
        Try
            'Create a workbook in Excel and get range references
            wkBk = myXL.Workbooks.Open(_PathToXlTemplate)
            oldCalc = myXL.Calculation
            Dim rng_ReportTitle As Excel.Range = myXL.Range("rng_ReportTitle")
            Dim rng_OutputTitles As Excel.Range = myXL.Range("rng_OutputTitles")
 
            myXL.Visible = False
            myXL.DisplayAlerts = False
            myXL.Calculation = Excel.XlCalculation.xlCalculationManual
            myXL.ScreenUpdating = False
 
            'Do titles
            rng_ReportTitle.Value = "Open Interest Summary for " & _Indice & " as at " & AnlsysDt.ToString("ddd dd MMM yyyy", Threading.Thread.CurrentThread.CurrentCulture.DateTimeFormat)
 
            'Present Summary Grid
            Dim saod As ShareActivityOnDay
            Dim etod As EtoDefinition
            Dim rowCounter As Long
 
            'Clear the data
            Dim rowString As String
            rowString = rng_OutputTitles.Row + 1 & ":" & 65536
            rng_OutputTitles.Parent.Rows(rowString).ClearContents()
 
            'Punch in the data
            rowCounter = 1
            For Each saod In ShareActivitiesOnDay.Values
                For Each etod In saod.Etos.Values
                    rowCounter = rowCounter + 1
 
                    rng_OutputTitles(rowCounter, COL_Underlying).Value = saod.ShareCode
                    rng_OutputTitles(rowCounter, COL_Spot).Value = saod.AnlsysDt_ClsPrc
                    rng_OutputTitles(rowCounter, COL_ETOCode).Value = etod.EtoCode
                    If etod.IsPut Then
                        rng_OutputTitles(rowCounter, COL_PutCall).Value = "P"
                    Else
                        rng_OutputTitles(rowCounter, COL_PutCall).Value = "C"
                    End If
 
                    rng_OutputTitles(rowCounter, COL_ExpiryDate).Value = etod.ExpiryDate
                    rng_OutputTitles(rowCounter, COL_Strike).Value = etod.Strike
                    rng_OutputTitles(rowCounter, COL_UnderlyingAvgDailyVolume).Value = saod.AverageVolume_ShrAvergngPeriod
                    rng_OutputTitles(rowCounter, COL_OpenInterest).Value = etod.OpenInterest
                    rng_OutputTitles(rowCounter, COL_Moneyness).Value = GetMoneynessBucket(etod.IsPut, saod.AnlsysDt_ClsPrc, etod.Strike)
                    'rng_OutputTitles(rowCounter, COL_SharesPerContract).Value = etod.SharesPerContract
 
                    If saod.AverageVolume_ShrAvergngPeriod > 0 Then
                        rng_OutputTitles(rowCounter, COL_OpenIntDivAvgVolume).Value = (etod.SharesPerContract * etod.OpenInterest) / saod.AverageVolume_ShrAvergngPeriod
                    End If
                Next etod
            Next saod
 
            'Turn off autofilter
            If rng_OutputTitles.Parent.AutoFilterMode = True Then
                rng_OutputTitles.Parent.AutoFilterMode = False
            End If
 
            'Sort the data
            Dim sortRange As Excel.Range
            sortRange = myXL.Range(rng_OutputTitles(2, 1), rng_OutputTitles(60000, rng_OutputTitles.Columns.Count))
 
            sortRange.Sort(Key1:=rng_OutputTitles(2, COL_Underlying) _
                    , Order1:=Excel.XlSortOrder.xlAscending _
                    , Key2:=rng_OutputTitles(2, COL_PutCall) _
                    , Order2:=Excel.XlSortOrder.xlDescending _
                    , Key3:=rng_OutputTitles(2, COL_Strike) _
                    , Order3:=Excel.XlSortOrder.xlDescending _
                    , Header:=Excel.XlYesNoGuess.xlNo _
                    , Orientation:=Excel.XlSortOrientation.xlSortColumns)
 
            'Turn on Autofilter
            Dim filterRange As Excel.Range
            filterRange = myXL.Range(rng_OutputTitles(1, 1), rng_OutputTitles(60000, rng_OutputTitles.Columns.Count))
            'Annoyingly, one just cant go filterRange.Autofilter
            filterRange.Parent.Select()
            filterRange.Select()
            myXL.Selection.Autofilter()
 
            'Clean up
            rng_OutputTitles.Parent.Activate()
            myXL.Cells(1, 1).Select()
        Catch ex As Exception
            Throw New Exception("Could not save to excel", ex)
        Finally
            Try
                wkBk.SaveAs(workbookPath)
            Catch ex As Exception
            End Try
            Try
                wkBk.Close(False)
            Catch ex As Exception
            End Try
            Try
                Dim junkbk As Excel.Workbook = myXL.Workbooks.Add
                myXL.ScreenUpdating = True
                myXL.Calculation = oldCalc
                myXL.DisplayAlerts = True
                junkbk.Close(False)
            Catch ex As Exception
            End Try
            Try
                myXL.Quit()
                myXL = Nothing
                wkBk = Nothing
                GC.Collect()
            Catch ex As Exception
            End Try
        End Try
    End Sub
[+][-]08.19.2008 at 06:13PM PDT, ID: 22265324

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[+][-]08.20.2008 at 06:20PM PDT, ID: 22275456

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[+][-]08.21.2008 at 06:04AM PDT, ID: 22278954

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[+][-]08.21.2008 at 11:46PM PDT, ID: 22287390

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About this solution

Zones: .NET, Visual Studio
Tags: VB.NET 2005
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Solution Provided By: orekin
Participating Experts: 1
Solution Grade: A
 
 
 
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