ExchangeDataProvider¶

class ExchangeDataProvider(token, tickers, stockmarket=StockMarket.LONDON, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))[source]¶

Exchange 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 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: <module ‘datetime’ from ‘/usr/lib/python3.7/datetime.py’> :param start: first data point :type end: <module ‘datetime’ from ‘/usr/lib/python3.7/datetime.py’> :param end: last data point precedes this date

Raises: QiskitFinanceError – provider doesn’t support stock market

Methods

`ExchangeDataProvider.get_coordinates`()	Returns random coordinates for visualisation purposes.
`ExchangeDataProvider.get_covariance_matrix`()	Returns the covariance matrix.
`ExchangeDataProvider.get_mean_vector`()	Returns a vector containing the mean value of each asset.
`ExchangeDataProvider.get_period_return_covariance_matrix`()	Returns a vector containing the mean value of each asset.
`ExchangeDataProvider.get_period_return_mean_vector`()	Returns a vector containing the mean value of each asset.
`ExchangeDataProvider.get_similarity_matrix`()	Returns time-series similarity matrix computed using dynamic time warping.
`ExchangeDataProvider.run`()	Loads data, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.