# -*- coding: utf-8 -*-
# This code is part of Qiskit.
#
# (C) Copyright IBM 2019, 2020.
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.
""" Wikipedia data provider. """
from typing import Optional, Union, List
import datetime
import importlib
import logging
import quandl
from quandl.errors.quandl_error import NotFoundError
from ._base_data_provider import BaseDataProvider, StockMarket
from ..exceptions import QiskitFinanceError
logger = logging.getLogger(__name__)
[docs]class WikipediaDataProvider(BaseDataProvider):
"""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.
"""
def __init__(self,
token: Optional[str] = None,
tickers: Optional[Union[str, List[str]]] = None,
stockmarket: StockMarket = StockMarket.NASDAQ,
start: datetime = datetime.datetime(2016, 1, 1),
end: datetime = datetime.datetime(2016, 1, 30)) -> None:
"""
Initializer
Args:
token: quandl access token, which is not needed, strictly speaking
tickers: tickers
stockmarket: NASDAQ, NYSE
start: start time
end: end time
Raises:
QiskitFinanceError: provider doesn't support stock market input
"""
super().__init__()
tickers = tickers if tickers is not None else []
if isinstance(tickers, list):
self._tickers = tickers
else:
self._tickers = tickers.replace('\n', ';').split(";")
self._n = len(self._tickers)
if stockmarket not in [StockMarket.NASDAQ, StockMarket.NYSE]:
msg = "WikipediaDataProvider does not support "
msg += stockmarket.value
msg += " as a stock market."
raise QiskitFinanceError(msg)
# This is to aid serialization; string is ok to serialize
self._stockmarket = str(stockmarket.value)
self._token = token
self._tickers = tickers
self._start = start
self._end = end
self._data = []
@staticmethod
def _check_provider_valid():
""" checks if provider is valid """
err_msg = 'quandl is not installed.'
try:
spec = importlib.util.find_spec('quandl')
if spec is not None:
return
except Exception as ex: # pylint: disable=broad-except
logger.debug('quandl check error %s', str(ex))
raise QiskitFinanceError(err_msg) from ex
raise QiskitFinanceError(err_msg)
[docs] def run(self):
"""
Loads data, thus enabling get_similarity_matrix and
get_covariance_matrix methods in the base class.
"""
self._check_provider_valid()
if self._token:
quandl.ApiConfig.api_key = self._token
quandl.ApiConfig.api_version = '2015-04-09'
self._data = []
for _, __s in enumerate(self._tickers):
try:
__d = quandl.get("WIKI/" + __s,
start_date=self._start,
end_date=self._end)
except NotFoundError as ex:
raise QiskitFinanceError(
"Cannot retrieve Wikipedia data due to an invalid token."
) from ex
# The exception will be urllib3 NewConnectionError, but it can get dressed by quandl
except Exception as ex: # pylint: disable=broad-except
raise QiskitFinanceError(
"Cannot retrieve Wikipedia data.") from ex
try:
self._data.append(__d["Adj. Close"])
except KeyError as ex:
raise QiskitFinanceError("Cannot parse quandl output.") from ex