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]¶

Bases: qiskit.finance.data_providers._base_data_provider.BaseDataProvider

Exchange data provider.

Please see: https://github.com/Qiskit/qiskit-tutorials/blob/master/tutorials/finance/11_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

Methods

`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.