160 lines
11 KiB
Plaintext
160 lines
11 KiB
Plaintext
---
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title: ExchangeDataProvider (v0.26)
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description: API reference for qiskit.finance.data_providers.ExchangeDataProvider in qiskit v0.26
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in_page_toc_min_heading_level: 1
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python_api_type: class
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python_api_name: qiskit.finance.data_providers.ExchangeDataProvider
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---
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<span id="qiskit-finance-data-providers-exchangedataprovider" />
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# qiskit.finance.data\_providers.ExchangeDataProvider
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<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">
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Exchange data provider.
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Please see: [https://github.com/Qiskit/qiskit-tutorials/blob/stable/0.25.x/tutorials/finance/11\_time\_series.ipynb](https://github.com/Qiskit/qiskit-tutorials/blob/stable/0.25.x/tutorials/finance/11_time_series.ipynb) for instructions on use, which involve obtaining a Quandl access token.
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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
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**Raises**
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* [**MissingOptionalLibraryError**](qiskit.aqua.MissingOptionalLibraryError "qiskit.aqua.MissingOptionalLibraryError") – Quandl not installed
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* [**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – provider doesn’t support given stock market
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### \_\_init\_\_
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<Function id="qiskit.finance.data_providers.ExchangeDataProvider.__init__" signature="__init__(token, tickers, stockmarket=<StockMarket.LONDON: 'XLON'>, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))">
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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
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**Raises**
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* [**MissingOptionalLibraryError**](qiskit.aqua.MissingOptionalLibraryError "qiskit.aqua.MissingOptionalLibraryError") – Quandl not installed
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* [**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – provider doesn’t support given stock market
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</Function>
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## Methods
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| | |
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| --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
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| [`__init__`](#qiskit.finance.data_providers.ExchangeDataProvider.__init__ "qiskit.finance.data_providers.ExchangeDataProvider.__init__")(token, tickers\[, stockmarket, …]) | 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 |
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| [`get_coordinates`](#qiskit.finance.data_providers.ExchangeDataProvider.get_coordinates "qiskit.finance.data_providers.ExchangeDataProvider.get_coordinates")() | Returns random coordinates for visualisation purposes. |
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| [`get_covariance_matrix`](#qiskit.finance.data_providers.ExchangeDataProvider.get_covariance_matrix "qiskit.finance.data_providers.ExchangeDataProvider.get_covariance_matrix")() | Returns the covariance matrix. |
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| [`get_mean_vector`](#qiskit.finance.data_providers.ExchangeDataProvider.get_mean_vector "qiskit.finance.data_providers.ExchangeDataProvider.get_mean_vector")() | Returns a vector containing the mean value of each asset. |
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| [`get_period_return_covariance_matrix`](#qiskit.finance.data_providers.ExchangeDataProvider.get_period_return_covariance_matrix "qiskit.finance.data_providers.ExchangeDataProvider.get_period_return_covariance_matrix")() | Returns a vector containing the mean value of each asset. |
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| [`get_period_return_mean_vector`](#qiskit.finance.data_providers.ExchangeDataProvider.get_period_return_mean_vector "qiskit.finance.data_providers.ExchangeDataProvider.get_period_return_mean_vector")() | Returns a vector containing the mean value of each asset. |
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| [`get_similarity_matrix`](#qiskit.finance.data_providers.ExchangeDataProvider.get_similarity_matrix "qiskit.finance.data_providers.ExchangeDataProvider.get_similarity_matrix")() | Returns time-series similarity matrix computed using dynamic time warping. |
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| [`run`](#qiskit.finance.data_providers.ExchangeDataProvider.run "qiskit.finance.data_providers.ExchangeDataProvider.run")() | Loads data, thus enabling get\_similarity\_matrix and get\_covariance\_matrix methods in the base class. |
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### get\_coordinates
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<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_coordinates" signature="get_coordinates()">
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Returns random coordinates for visualisation purposes.
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**Return type**
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`Tuple`\[`ndarray`, `ndarray`]
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</Function>
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### get\_covariance\_matrix
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<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_covariance_matrix" signature="get_covariance_matrix()">
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Returns the covariance matrix.
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**Return type**
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`ndarray`
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**Returns**
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an asset-to-asset covariance matrix.
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**Raises**
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[**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
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</Function>
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### get\_mean\_vector
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<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_mean_vector" signature="get_mean_vector()">
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Returns a vector containing the mean value of each asset.
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**Return type**
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`ndarray`
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**Returns**
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a per-asset mean vector.
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**Raises**
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[**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
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</Function>
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### get\_period\_return\_covariance\_matrix
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<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_period_return_covariance_matrix" signature="get_period_return_covariance_matrix()">
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Returns a vector containing the mean value of each asset.
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**Return type**
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`ndarray`
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**Returns**
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a per-asset mean vector.
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**Raises**
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[**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
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</Function>
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### get\_period\_return\_mean\_vector
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<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_period_return_mean_vector" signature="get_period_return_mean_vector()">
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Returns a vector containing the mean value of each asset.
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**Return type**
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`ndarray`
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**Returns**
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a per-asset mean vector.
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**Raises**
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[**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
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</Function>
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### get\_similarity\_matrix
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<Function id="qiskit.finance.data_providers.ExchangeDataProvider.get_similarity_matrix" signature="get_similarity_matrix()">
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Returns time-series similarity matrix computed using dynamic time warping.
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**Return type**
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`ndarray`
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**Returns**
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an asset-to-asset similarity matrix.
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**Raises**
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[**QiskitFinanceError**](qiskit.finance.QiskitFinanceError "qiskit.finance.QiskitFinanceError") – no data loaded
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</Function>
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### run
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<Function id="qiskit.finance.data_providers.ExchangeDataProvider.run" signature="run()">
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Loads data, thus enabling get\_similarity\_matrix and get\_covariance\_matrix methods in the base class.
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**Return type**
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`None`
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</Function>
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</Class>
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