qiskit.finance.data_providers.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/blob/stable/0.25.x/tutorials/finance/11_time_series.ipynb
__init__
abstract __init__()
Initialize self. See help(type(self)) for accurate signature.
Methods
__init__() | Initialize self. |
get_coordinates() | Returns random coordinates for visualisation purposes. |
get_covariance_matrix() | Returns the covariance matrix. |
get_mean_vector() | Returns a vector containing the mean value of each asset. |
get_period_return_covariance_matrix() | Returns a vector containing the mean value of each asset. |
get_period_return_mean_vector() | Returns a vector containing the mean value of each asset. |
get_similarity_matrix() | Returns time-series similarity matrix computed using dynamic time warping. |
run() | Loads data. |
get_coordinates
get_coordinates()
Returns random coordinates for visualisation purposes.
Return type
Tuple[ndarray, ndarray]
get_covariance_matrix
get_covariance_matrix()
Returns the covariance matrix.
Return type
ndarray
Returns
an asset-to-asset covariance matrix.
Raises
QiskitFinanceError – no data loaded
get_mean_vector
get_mean_vector()
Returns a vector containing the mean value of each asset.
Return type
ndarray
Returns
a per-asset mean vector.
Raises
QiskitFinanceError – no data loaded
get_period_return_covariance_matrix
get_period_return_covariance_matrix()
Returns a vector containing the mean value of each asset.
Return type
ndarray
Returns
a per-asset mean vector.
Raises
QiskitFinanceError – no data loaded
get_period_return_mean_vector
get_period_return_mean_vector()
Returns a vector containing the mean value of each asset.
Return type
ndarray
Returns
a per-asset mean vector.
Raises
QiskitFinanceError – no data loaded
get_similarity_matrix
get_similarity_matrix()
Returns time-series similarity matrix computed using dynamic time warping.
Return type
ndarray
Returns
an asset-to-asset similarity matrix.
Raises
QiskitFinanceError – no data loaded
run
abstract run()
Loads data.
Return type
None