DataOnDemandProvider

class DataOnDemandProvider(token, tickers, stockmarket=StockMarket.NASDAQ, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0), verify=None)[source]

NASDAQ Data on Demand 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 NASDAQ DOD access token.

Parameters

  • token (str) – quandl access token

  • tickers (Union[str, List[str]]) – tickers

  • stockmarket (StockMarket) – NYSE or NASDAQ

  • start (<module 'datetime' from '/usr/lib/python3.7/datetime.py'>) – first data point

  • end (<module 'datetime' from '/usr/lib/python3.7/datetime.py'>) – last data point precedes this date

  • verify (Union[str, bool, None]) – if verify is None, certify certificates will be used (default); if this is False, no certificates will be checked; if this is a string, it should be pointing to a certificate for the HTTPS connection to NASDAQ (dataondemand.nasdaq.com), either in the form of a CA_BUNDLE file or a directory wherein to look.

Raises

QiskitFinanceError – invalid data

Methods

DataOnDemandProvider.get_coordinates()

Returns random coordinates for visualisation purposes.

DataOnDemandProvider.get_covariance_matrix()

Returns the covariance matrix.

DataOnDemandProvider.get_mean_vector()

Returns a vector containing the mean value of each asset.

DataOnDemandProvider.get_period_return_covariance_matrix()

Returns a vector containing the mean value of each asset.

DataOnDemandProvider.get_period_return_mean_vector()

Returns a vector containing the mean value of each asset.

DataOnDemandProvider.get_similarity_matrix()

Returns time-series similarity matrix computed using dynamic time warping.

DataOnDemandProvider.run()

Loads data, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.