WikipediaDataProvider
class WikipediaDataProvider(token=None, tickers=None, stockmarket=StockMarket.NASDAQ, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))
Wikipedia 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.
Initializer :type token: Optional[str] :param token: quandl access token, which is not needed, strictly speaking :type tickers: Union[str, List[str], None] :param tickers: tickers :type stockmarket: StockMarket :param stockmarket: NASDAQ, NYSE :type start: <module ‘datetime’ from ‘/usr/lib/python3.7/datetime.py’> :param start: start time :type end: <module ‘datetime’ from ‘/usr/lib/python3.7/datetime.py’> :param end: end time
Raises
QiskitFinanceError – provider doesn’t support stock market input
Methods
get_coordinates
WikipediaDataProvider.get_coordinates()
Returns random coordinates for visualisation purposes.
get_covariance_matrix
WikipediaDataProvider.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
WikipediaDataProvider.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
WikipediaDataProvider.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
WikipediaDataProvider.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
WikipediaDataProvider.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
WikipediaDataProvider.run()
Loads data, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.