Level 3 of a class which I lead at AIMCo in training investment professionals in VBA programming

1. VBA Level 3
By Ben Miu

2. What do we know?
• Creating variables
• Loops
• Arrays
• If-Then Else
• Range Objects
• Dictionary Objects
• Subs/Functions
• UserForm

3. ADO VBA
• ADO stands for ActiveX Data Objects. It allows
VBA to communicate with back end databases
• A database back end is useful for storing
information if there are more fields that Excel
can handle
• It serves as a centralized location for all your
tables
• Code is provided on next page

4. ADO VBA
Dim conn As New ADODB.Connection
Dim cmd As New ADODB.Command
Dim rs As ADODB.Recordset
conn.Open "Driver={Microsoft Access Driver (*.mdb, *.accdb)};};Dbq="DailyRiskFolder &
"Daily Risk.accdb;"
Set cmd.ActiveConnection = conn
cmd.CommandText = "insert into Pricing (PriceDate, PriceIndex, PricePrice) values(#" &
strDate & "#,'" & a.Offset(0, 1).value & "','" & a.Offset(0, 2).value & "')"
cmd.CommandType = adCmdText
cmd.execute
cmd.CommandText = "select PricePrice from Pricing where PriceIndex = '" &
a.Offset(0, 1).value & "' and PriceDate = #" & finalDate & "#"
cmd.CommandType = adCmdText
Set rs = cmd.execute()

5. FreeFile
• Free file is a method which allows CSV files or
TXT files to be read without having to use
Excel to parse the data
• Commonly used with the Split function which
creates a array for the data values within the
CSV
• VB.NET equivalent is
streamreader/streamwriter
• Useful for input files which are not XLS

6. FreeFile
intinFile = FreeFile
Open InputFile For Input As #intinFile
Do Until EOF(intinFile)
Line Input #intinFile, sLine
Loop
Close #intinFile
intOutFile = FreeFile
Open InputFile For Output As intOutFile
For Each eline In strLine
If eline <> "" Or eline <> vbCr Then Print #intOutFile, eline
Next eline
Close #intOutFile

7. Classes in VBA
• Class objects are a move towards true object
orientation where you can re-use classes in
other projects
• New era of programming whereby your code
is portable
• Expert level VBA as understanding classes can
be very tricky if you don’t get the basics down
• A sample class on next slide

9. Instances / Constructor / Destructor
• Classes allow you to create separate worlds
based on base code where they don’t interact
to each other
• Possibility of code conflicts is eliminated with
classes and scope control is possible
• No real benefits of classes in simple VBA
applications. Starts to make sense as you
code more and more and don’t want to repeat
yourself

10. Daily Risk Project
• Hired to bring automation to the risk group
• Daily Risk started as separate processes like
partition creation, hierarchy generation and
eventually was combined with reporting
• Daily Risk One Button solution is the risk
group’s answer to all manual processes. It’s
estimated that the Daily Risk process can do at
least 3-4 people’s worth of work and cut down
on hundreds of man hours per month

11. Evolution of Risk Needs
• With more object oriented coding, there will
be more robust reporting capabilities faster
• For example, if someone wants a HEEN risk
report or FSER risk report, and they want
customization, object oriented programming
base code will maintain the regular template
and be able to handle new specific changes
• CONST (Constants allow for all change to take
place on one module)

12. S&T
• S&T is responsible for the development of
applications to be deployed enterprise wide or
to a specific group
• Process involves requirements
document, business analysis, project
management, quality assurance, training and
use case analysis
• Ted Tea does the VB.NET side whereas Trevor
Tilley does the C# side

13. Two approaches to coding
• Business user understands his own
processes, codes himself
• Turn around time is very fast as no requirements
documentation is required
• Downside to business user’s coding is if the
person ever leaves then someone else must
maintain the code
• Could represent a operational risk.
Therefore, Trevor Tilley is not a fan of VBA coders
running around

14. When you should automate?
• The idea is that you should automate if the
time it takes to code is faster than the time it
is to do the process manually and/or the
process is a daily process which requires many
man hours
• Cutting and pasting one spreadsheet to
another is not a justification to write code
unless that cutting and pasting is part of a
bigger picture

15. Breaking down to basic steps
• Much of coding is negotiating with other
departments to get the data in a format that you
can read with macros. Makes no sense to be
reading a PDF file as a PDF file comes from a XLS
or DOC originally
• All systems essentially have a database backend
and SQL scripts can automate output from those
databases
• Problem is, the other group may not have the
resources to give you what you want

16. Moving from the small application
• A small cut and paste procedure can be much
much more and start to become larger and
eventually replace entire processes
• Bonnie part of VFA prepares the performance
report which is ultimately driven by daily
Sylvan output files
• Don’t just automate the cut and
paste, automate the entire process to just one
button

17. Bigger picture
• Small processes to larger processes
encompassing more people in your group
requires you to be the one that talks to others
in your group and automate their work
• Many times, for example, Candy might
prepare a file for Felix to deal with, then Felix
passes the end result to Wenli. 3 people
passing a document around modified 3
different times

18. Process Map of Reporting
Candy gets PDF from
client and types it
into system
Felix inserts
benchmarks
Wenli creates
reports

19. How to think about a process
• When presented with a problem, the first
thing you should think about is what types of
VBA are you going to use. Are you going to
use a dictionary, a array, a range? Are you
going to use a back end database?
• Do you see this process being something that
needs to be done on a regular basis?
Quick garbage code vs. Robust code

20. Garbage Code vs. Robust Code
• Using a For loop and you counting the number
of rows is considered garbage code because it
isn’t going to be robust
• Even using a While-Wend loop isn’t robust
enough because the users can put spaces in
between cells
• Let’s use Excel’s UsedRange approach to assist

21. How I first learnt VBA
• A D- student in VB class in high school
• Later when working at FK Imports, (Giftware
industry) started to use VB code to assist in
Crystal Reporting
• Started to become an automator at BMO
Middle Office
• TD operations were simplified to one button
clicks.

22. How to learn VBA
• Macro recorder is key to getting the syntax right.
Don’t try to memorize the code
• Change the macro recorder’s output with what
you have learned
• Don’t always choose the manual way over the
automated way
• Books and video’s don’t help a lot because many
times you will have to sift through it and it
doesn’t help you
• Only way is to think ‘automation’ at every step of
the way

23. Case Studies

24. Thank You