BaseDataProvider
class BaseDataProvider
The abstract base class for data_provider modules within Qiskit’s finance module.
To create add-on data_provider module subclass the BaseDataProvider class in this module. Doing so requires that the required driver interface is implemented.
To use the subclasses, please see https://github.com/Qiskit/qiskit-tutorials/qiskit/finance/data_providers/time_series.ipynb
Methods
get_coordinates
BaseDataProvider.get_coordinates()
Returns random coordinates for visualisation purposes.
get_covariance_matrix
BaseDataProvider.get_covariance_matrix()
Returns the covariance matrix.
Returns
an asset-to-asset covariance matrix.
Return type
numpy.ndarray
Raises
QiskitFinanceError – no data loaded
get_mean_vector
BaseDataProvider.get_mean_vector()
Returns a vector containing the mean value of each asset.
Returns
a per-asset mean vector.
Return type
numpy.ndarray
Raises
QiskitFinanceError – no data loaded
get_period_return_covariance_matrix
BaseDataProvider.get_period_return_covariance_matrix()
Returns a vector containing the mean value of each asset.
Returns
a per-asset mean vector.
Return type
numpy.ndarray
Raises
QiskitFinanceError – no data loaded
get_period_return_mean_vector
BaseDataProvider.get_period_return_mean_vector()
Returns a vector containing the mean value of each asset.
Returns
a per-asset mean vector.
Return type
numpy.ndarray
Raises
QiskitFinanceError – no data loaded
get_similarity_matrix
BaseDataProvider.get_similarity_matrix()
Returns time-series similarity matrix computed using dynamic time warping.
Returns
an asset-to-asset similarity matrix.
Return type
numpy.ndarray
Raises
QiskitFinanceError – no data loaded
run
abstract BaseDataProvider.run()
Loads data.