qiskit.finance.data_providers.RandomDataProvider¶
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class
RandomDataProvider(tickers=None, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0), seed=None)[source]¶ Pseudo-randomly generated mock stock-market data provider.
Initializer :type tickers:
Union[str,List[str],None] :param tickers: tickers :type start:datetime:param start: first data point :type end:datetime:param end: last data point precedes this date :type seed:Optional[int] :param seed: shall a seed be used?- Raises
MissingOptionalLibraryError – Pandas not installed
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__init__(tickers=None, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0), seed=None)[source]¶ Initializer :type tickers:
Union[str,List[str],None] :param tickers: tickers :type start:datetime:param start: first data point :type end:datetime:param end: last data point precedes this date :type seed:Optional[int] :param seed: shall a seed be used?- Raises
MissingOptionalLibraryError – Pandas not installed
Methods
__init__([tickers, start, end, seed])Initializer :type tickers:
Union[str,List[str],None] :param tickers: tickers :type start:datetime:param start: first data point :type end:datetime:param end: last data point precedes this date :type seed:Optional[int] :param seed: shall a seed be used?Returns random coordinates for visualisation purposes.
Returns the covariance matrix.
Returns a vector containing the mean value of each asset.
Returns a vector containing the mean value of each asset.
Returns a vector containing the mean value of each asset.
Returns time-series similarity matrix computed using dynamic time warping.
run()Generates data pseudo-randomly, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.
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get_coordinates()¶ Returns random coordinates for visualisation purposes.
- Return type
Tuple[ndarray,ndarray]
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get_covariance_matrix()¶ Returns the covariance matrix.
- Return type
ndarray- Returns
an asset-to-asset covariance matrix.
- Raises
QiskitFinanceError – no data loaded
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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
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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
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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
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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