qiskit.finance.data_providers.ExchangeDataProvider
class ExchangeDataProvider(token, tickers, stockmarket=<StockMarket.LONDON: 'XLON'>, 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/0.25.x/tutorials/finance/11_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: datetime :param start: first data point :type end: datetime :param end: last data point precedes this date
Raises
- MissingOptionalLibraryError – Quandl not installed
- QiskitFinanceError – provider doesn’t support given stock market
__init__
__init__(token, tickers, stockmarket=<StockMarket.LONDON: 'XLON'>, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))
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: datetime :param start: first data point :type end: datetime :param end: last data point precedes this date
Raises
- MissingOptionalLibraryError – Quandl not installed
- QiskitFinanceError – provider doesn’t support given stock market
Methods
__init__(token, tickers[, stockmarket, …]) | 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: datetime :param start: first data point :type end: datetime :param end: last data point precedes this date |
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, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class. |
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
run()
Loads data, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.
Return type
None