ExchangeDataProvider
class ExchangeDataProvider(token, tickers, stockmarket=StockMarket.LONDON, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))
Exchange 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 Quandl access token.
Initializer :type token: str
:param token: quandl access token :type tickers: Union
[str
, List
[str
]] :param tickers: tickers :type stockmarket: StockMarket
:param stockmarket: LONDON, EURONEXT, or SINGAPORE :type start: <module ‘datetime’ from ‘/usr/lib/python3.7/datetime.py’> :param start: first data point :type end: <module ‘datetime’ from ‘/usr/lib/python3.7/datetime.py’> :param end: last data point precedes this date
Raises
QiskitFinanceError – provider doesn’t support stock market
Methods
get_coordinates
ExchangeDataProvider.get_coordinates()
Returns random coordinates for visualisation purposes.
get_covariance_matrix
ExchangeDataProvider.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
ExchangeDataProvider.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
ExchangeDataProvider.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
ExchangeDataProvider.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
ExchangeDataProvider.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
ExchangeDataProvider.run()
Loads data, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.