138 lines
4.6 KiB
Plaintext
138 lines
4.6 KiB
Plaintext
---
|
||
title: ExchangeDataProvider
|
||
description: API reference for qiskit.finance.data_providers.ExchangeDataProvider
|
||
in_page_toc_min_heading_level: 1
|
||
python_api_type: class
|
||
python_api_name: qiskit.finance.data_providers.ExchangeDataProvider
|
||
---
|
||
|
||
# ExchangeDataProvider
|
||
|
||
<Class id="qiskit.finance.data_providers.ExchangeDataProvider" isDedicatedPage={true} github="https://github.com/qiskit-community/qiskit-aqua/tree/stable/0.9/qiskit/finance/data_providers/exchange_data_provider.py" signature="ExchangeDataProvider(token, tickers, stockmarket=<StockMarket.LONDON: 'XLON'>, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))" modifiers="class">
|
||
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](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**](qiskit.aqua.MissingOptionalLibraryError "qiskit.aqua.MissingOptionalLibraryError") – Quandl not installed
|
||
* [**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – provider doesn’t support given stock market
|
||
|
||
## Methods
|
||
|
||
### get\_coordinates
|
||
|
||
<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_coordinates" signature="ExchangeDataProvider.get_coordinates()">
|
||
Returns random coordinates for visualisation purposes.
|
||
|
||
**Return type**
|
||
|
||
`Tuple`\[`ndarray`, `ndarray`]
|
||
</Function>
|
||
|
||
### get\_covariance\_matrix
|
||
|
||
<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_covariance_matrix" signature="ExchangeDataProvider.get_covariance_matrix()">
|
||
Returns the covariance matrix.
|
||
|
||
**Return type**
|
||
|
||
`ndarray`
|
||
|
||
**Returns**
|
||
|
||
an asset-to-asset covariance matrix.
|
||
|
||
**Raises**
|
||
|
||
[**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
|
||
</Function>
|
||
|
||
### get\_mean\_vector
|
||
|
||
<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_mean_vector" signature="ExchangeDataProvider.get_mean_vector()">
|
||
Returns a vector containing the mean value of each asset.
|
||
|
||
**Return type**
|
||
|
||
`ndarray`
|
||
|
||
**Returns**
|
||
|
||
a per-asset mean vector.
|
||
|
||
**Raises**
|
||
|
||
[**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
|
||
</Function>
|
||
|
||
### get\_period\_return\_covariance\_matrix
|
||
|
||
<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_period_return_covariance_matrix" signature="ExchangeDataProvider.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**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
|
||
</Function>
|
||
|
||
### get\_period\_return\_mean\_vector
|
||
|
||
<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_period_return_mean_vector" signature="ExchangeDataProvider.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**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
|
||
</Function>
|
||
|
||
### get\_similarity\_matrix
|
||
|
||
<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_similarity_matrix" signature="ExchangeDataProvider.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**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
|
||
</Function>
|
||
|
||
### run
|
||
|
||
<Function id="qiskit.finance.data_providers.ExchangeDataProvider.run" signature="ExchangeDataProvider.run()">
|
||
Loads data, thus enabling get\_similarity\_matrix and get\_covariance\_matrix methods in the base class.
|
||
|
||
**Return type**
|
||
|
||
`None`
|
||
</Function>
|
||
</Class>
|
||
|