DataOnDemandProvider
class DataOnDemandProvider(token, tickers, stockmarket=StockMarket.NASDAQ, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0), verify=None)
NASDAQ Data on Demand data provider.
Please see: https://github.com/Qiskit/qiskit-tutorials/blob/stable/0.14.x/qiskit/advanced/aqua/finance/data_providers/time_series.ipynb for instructions on use, which involve obtaining a NASDAQ DOD access token.
Parameters
- token (
str) – quandl access token - tickers (
Union[str,List[str]]) – tickers - stockmarket (
StockMarket) – NYSE or NASDAQ - start (<module 'datetime' from '/usr/lib/python3.7/datetime.py'>) – first data point
- end (<module 'datetime' from '/usr/lib/python3.7/datetime.py'>) – last data point precedes this date
- verify (
Union[str,bool,None]) – if verify is None, certify certificates will be used (default); if this is False, no certificates will be checked; if this is a string, it should be pointing to a certificate for the HTTPS connection to NASDAQ (dataondemand.nasdaq.com), either in the form of a CA_BUNDLE file or a directory wherein to look.
Raises
QiskitFinanceError – invalid data
Methods
get_coordinates
DataOnDemandProvider.get_coordinates()
Returns random coordinates for visualisation purposes.
get_covariance_matrix
DataOnDemandProvider.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
DataOnDemandProvider.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
DataOnDemandProvider.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
DataOnDemandProvider.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
DataOnDemandProvider.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
DataOnDemandProvider.run()
Loads data, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.