VBA-Excel 和大型数据集导致程序崩溃

Question

第一次发布海报，一般来说是编程新手。我有一个项目，我必须建立一个财务模型来挖掘 excel 中的数据。我已经成功地在 VBA 上构建了上述模型。我已经对 3,000 行数据集进行了测试，并且成功。我将简要解释它的作用。

我在给定的一天在多个交易所跟踪给定的股票。我下载数据（大约 935,000 行） 第一步是将给定交易所的所有数据（大约 290,000）复制到新表上（这大约需要 8 分钟），然后我创建一个新列来记录买卖差价（12 秒） )，下一步是我遇到的问题，我基本上对每行数据进行两次排名，一列用于出价大小，一列用于要价大小。我创建了一个函数，它使用 excel Percentile 函数并根据给定的出价和要价大小的位置进行排名。截至目前，我在过去 35 分钟内一直在运行宏，但尚未执行。我不能尝试其他宏，因为每个宏都依赖于前一个。

所以我的基本问题是，由于我的数据集很大，我的模型不断崩溃。代码在处理测试数据时似乎很好，并且在我运行程序时它不会抛出任何错误，但是更大的数据集它只是崩溃。有没有人有什么建议？数据量这么大，这正常吗？

提前致谢。 假的

这是给我带来麻烦的 sub 和 function，sub 接受所需的输入来运行该函数，然后弹出到分配的单元格中。该代码假设为三个单独的工作表重复该过程。目前，我喜欢它在一张纸上工作，因此使用 cmets 不包括循环

Sub Bucketting()

Dim firstRow As Long
Dim lastRow As Long
Dim counter As Long
Dim bidRange As Range
Dim offerRange As Range
Dim bidScroll As Range
Dim offerScroll As Range
Dim Ex As String
Dim i As Integer

'For i = 1 To 1 Step 1 'Sheet Selection Process
 '   If i = 1 Then
  '      Ex = "Z"
   ' ElseIf i = 2 Then
    '    Ex = "P"
   ' Else
    '    Ex = "T"
   ' End If

Sheets("Z").Select 'Sheet selected

With ActiveSheet

    firstRow = .UsedRange.Cells(1).Row + 1
    lastRow = .UsedRange.Rows.Count

   Set bidRange = .Range("F2:F" & lastRow)
   Set offerRange = .Range("G2:G" & lastRow)

    For counter = lastRow To firstRow Step -1

        Set bidScroll = .Range("F" & counter)
        Set offerScroll = .Range("G" & counter)

        With .Cells(counter, "J")
        .Value = DECILE_RANK(bidRange, bidScroll)
        End With

        With .Cells(counter, "K")
        .Value = DECILE_RANK(offerRange, offerScroll)
        End With

    Next counter

End With

Range("J1").Select
ActiveCell = "Bid Rank"

ActiveCell.Offset(0, 1) = "Offer Rank"

'Next i

End Sub

 Function DECILE_RANK(DataRange, RefCell)

    'Credit: BJRaid 
    'DECILE_RANK(The Range of data)
    'Declares the function that can be called in the spreadsheet cell  - enter '=DECILE_RANK(A5:A50,A5)

    'Using the percentile worksheet function calculate where the 10th, 20th etc percentile of the reference range are

    DEC1 = Application.WorksheetFunction.Percentile(DataRange, 0.1)
    DEC2 = Application.WorksheetFunction.Percentile(DataRange, 0.2)
    DEC3 = Application.WorksheetFunction.Percentile(DataRange, 0.3)
    DEC4 = Application.WorksheetFunction.Percentile(DataRange, 0.4)
    DEC5 = Application.WorksheetFunction.Percentile(DataRange, 0.5)
    DEC6 = Application.WorksheetFunction.Percentile(DataRange, 0.6)
    DEC7 = Application.WorksheetFunction.Percentile(DataRange, 0.7)
    DEC8 = Application.WorksheetFunction.Percentile(DataRange, 0.8)
    DEC9 = Application.WorksheetFunction.Percentile(DataRange, 0.9)


    ' Calculate the Decile rank that the reference cell value sits within

    If (RefCell <= DEC1) Then DECILE_RANK = 1
    If (RefCell > DEC1) And (RefCell <= DEC2) Then DECILE_RANK = 2
    If (RefCell > DEC2) And (RefCell <= DEC3) Then DECILE_RANK = 3
    If (RefCell > DEC3) And (RefCell <= DEC4) Then DECILE_RANK = 4
    If (RefCell > DEC4) And (RefCell <= DEC5) Then DECILE_RANK = 5
    If (RefCell > DEC5) And (RefCell <= DEC6) Then DECILE_RANK = 6
    If (RefCell > DEC6) And (RefCell <= DEC7) Then DECILE_RANK = 7
    If (RefCell > DEC7) And (RefCell <= DEC8) Then DECILE_RANK = 8
    If (RefCell > DEC8) And (RefCell <= DEC9) Then DECILE_RANK = 9
    If (RefCell > DEC9) Then DECILE_RANK = 10

End Function

Answer 1

935,000 行对于 Excel 来说已经很多了。喜欢，真的很多。除非使用真正的数据库，否则如果您的应用程序实际上是在每个单元格中放置一个 =Percentile(...)，我建议您尝试使用其他工具。也许是 VBA 本身的东西。更一般地说，使用单元格之外的东西 - 然后将结果值存储在单元格中。维护那些与 935k 行数据相互依赖的公式需要大量开销。

Answer 2

问题是您单独循环遍历每一行，Excel 方法是尽可能尝试一次处理整个范围。我会将范围加载到数组中，然后修改您的 DECILE_RANK 代码以使用数组中的项目。

请注意，读取范围的变量数组是二维的。

这是功能齐全的代码，包括我的自定义 VBA 数组切片器。请注意，它仅在一个小数据集上进行了测试：

Sub Bucketting()

Dim lastRow As Long
Dim bidArray As Variant
Dim offerArray As Variant

Sheets("Sheet1").Select 'Sheet selected

With ActiveSheet

  lastRow = .UsedRange.Rows.Count + 1

  bidArray = .Range("F2:F" & lastRow)
  offerArray = .Range("G2:G" & lastRow)

  Range("J2:J" & lastRow).Value = GetArraySlice2D(DECILE_RANK(bidArray), "column", 1, 1, 0)
  Range("K2:K" & lastRow).Value = GetArraySlice2D(DECILE_RANK(offerArray), "column", 1, 1, 0)

End With

Range("J1").Select
ActiveCell = "Bid Rank"

ActiveCell.Offset(0, 1) = "Offer Rank"

End Sub

Function DECILE_RANK(DataRange As Variant) As Variant

' Credit:     BJRaid
' DECILE_RANK(The Range of data)
' Declares the function that can be called in the spreadsheet cell  - enter '=DECILE_RANK(A5:A50,A5)

Dim DEC(0 To 10) As Variant
Dim i As Integer, j As Integer

'Using the percentile worksheet function calculate where the 10th, 20th etc percentile of the reference range are
DEC(0) = 0
For i = 1 To 9
  DEC(i) = Application.WorksheetFunction.Percentile(DataRange, 0.1 * i)
Next i
DEC(10) = Application.WorksheetFunction.Max(DataRange)

' Calculate the Decile rank that the reference cell value sits within
For i = 1 To UBound(DataRange, 1)
  For j = 1 To 10
    If ((DataRange(i, 1) > DEC(j - 1)) And (DataRange(i, 1) <= DEC(j))) Then
      DataRange(i, 1) = j
      Exit For
    End If
  Next j
Next i

DECILE_RANK = DataRange

End Function

Public Function GetArraySlice2D(Sarray As Variant, Stype As String, Sindex As Integer, Sstart As Integer, Sfinish As Integer) As Variant

' this function returns a slice of an array, Stype is either row or column
' Sstart is beginning of slice, Sfinish is end of slice (Sfinish = 0 means entire
' row or column is taken), Sindex is the row or column to be sliced (NOTE:
' 1 is always the first row or first column)
' an Sindex value of 0 means that the array is one dimensional 3/20/09 Lance Roberts

Dim vtemp() As Variant
Dim i As Integer

On Err GoTo ErrHandler

Select Case Sindex
    Case 0
        If Sfinish - Sstart = UBound(Sarray) - LBound(Sarray) Then
            vtemp = Sarray
        Else
            ReDim vtemp(1 To Sfinish - Sstart + 1)
            For i = 1 To Sfinish - Sstart + 1
                vtemp(i) = Sarray(i + Sstart - 1)
            Next i
        End If
    Case Else
        Select Case Stype
            Case "row"
                If Sfinish = 0 Or (Sstart = LBound(Sarray, 2) And Sfinish = UBound(Sarray, 2)) Then
                    vtemp = Application.WorksheetFunction.Index(Sarray, Sindex, 0)
                Else
                    ReDim vtemp(1 To Sfinish - Sstart + 1)
                    For i = 1 To Sfinish - Sstart + 1
                        vtemp(i) = Sarray(Sindex, i + Sstart - 1)
                    Next i
                End If
            Case "column"
                If Sfinish = 0 Or (Sstart = LBound(Sarray, 1) And Sfinish = UBound(Sarray, 1)) Then
                    vtemp = Application.WorksheetFunction.Index(Sarray, 0, Sindex)
                Else
                    ReDim vtemp(1 To Sfinish - Sstart + 1)
                    For i = 1 To Sfinish - Sstart + 1
                        vtemp(i) = Sarray(i + Sstart - 1, Sindex)
                    Next i
                End If
        End Select
End Select
GetArraySlice2D = vtemp
Exit Function

ErrHandler:
    Dim M As Integer
    M = MsgBox("Bad Array Input", vbOKOnly, "GetArraySlice2D")

End Function

Answer 3

我不确定这是否会直接解决您的问题，但您是否考虑过使用Application.ScreenUpdating = False？处理完数据后，不要忘记将其设置回 true。