qiskit.finance.data_providers.WikipediaDataProvider¶

class WikipediaDataProvider(token=None, tickers=None, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))[source]¶

Wikipedia 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.

Initializer :type token: Optional[str] :param token: quandl access token, which is not needed, strictly speaking :type tickers: Union[str, List[str], None] :param tickers: tickers :type start: datetime :param start: start time :type end: datetime :param end: end time

Raises:
MissingOptionalLibraryError: Quandl not installed

__init__(token=None, tickers=None, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))[source]¶

Initializer :type token: Optional[str] :param token: quandl access token, which is not needed, strictly speaking :type tickers: Union[str, List[str], None] :param tickers: tickers :type start: datetime :param start: start time :type end: datetime :param end: end time

Raises:
MissingOptionalLibraryError: Quandl not installed

Methods

`__init__`([token, tickers, start, end])	Initializer :type token: `Optional`[`str`] :param token: quandl access token, which is not needed, strictly speaking :type tickers: `Union`[`str`, `List`[`str`], `None`] :param tickers: tickers :type start: `datetime` :param start: start time :type end: `datetime` :param end: end time
`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