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))[source]¶

Exchange data provider.

Please see: https://github.com/Qiskit/qiskit-tutorials/blob/master/legacy_tutorials/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: 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__(token, tickers, stockmarket=<StockMarket.LONDON: 'XLON'>, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))[source]¶

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()¶

Returns random coordinates for visualisation purposes.

Return type: Tuple[float, float]

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()¶

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()¶

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()¶

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()¶

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()[source]¶

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

Return type: None