qiskit.finance.data_providers.BaseDataProvider¶

class BaseDataProvider[Quellcode]¶

The abstract base class for data_provider modules within Qiskit’s finance module.

To create add-on data_provider module subclass the BaseDataProvider class in this module. Doing so requires that the required driver interface is implemented.

To use the subclasses, please see https://github.com/Qiskit/qiskit-tutorials/blob/master/tutorials/finance/11_time_series.ipynb

abstract __init__()[Quellcode]¶: Initialize self. See help(type(self)) for accurate signature.

Methods

`__init__`()	Initialize self.
`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.

get_coordinates()[Quellcode]¶

Returns random coordinates for visualisation purposes.

Rückgabetyp: Tuple[ndarray, ndarray]

get_covariance_matrix()[Quellcode]¶

Returns the covariance matrix.

Rückgabetyp: ndarray
Rückgabe: an asset-to-asset covariance matrix.
Verursacht: QiskitFinanceError – no data loaded

get_mean_vector()[Quellcode]¶

Returns a vector containing the mean value of each asset.

Rückgabetyp: ndarray
Rückgabe: a per-asset mean vector.
Verursacht: QiskitFinanceError – no data loaded

get_period_return_covariance_matrix()[Quellcode]¶

Returns a vector containing the mean value of each asset.

Rückgabetyp: ndarray
Rückgabe: a per-asset mean vector.
Verursacht: QiskitFinanceError – no data loaded

get_period_return_mean_vector()[Quellcode]¶

Returns a vector containing the mean value of each asset.

Rückgabetyp: ndarray
Rückgabe: a per-asset mean vector.
Verursacht: QiskitFinanceError – no data loaded

get_similarity_matrix()[Quellcode]¶

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

Rückgabetyp: ndarray
Rückgabe: an asset-to-asset similarity matrix.
Verursacht: QiskitFinanceError – no data loaded

abstract run()[Quellcode]¶

Loads data.

Rückgabetyp: None