BaseDataProvider#

class BaseDataProvider[source]#

Bases: ABC

The abstract base class for data_provider modules within Qiskit 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://qiskit-community.github.io/qiskit-finance/tutorials/11_time_series.html

Methods

get_coordinates()[source]#

Returns random coordinates for visualisation purposes.

Return type:: Tuple[ndarray, ndarray]

get_covariance_matrix()[source]#

Returns the covariance matrix.

Returns:: an asset-to-asset covariance matrix.
Raises:: QiskitFinanceError – no data loaded
Return type:: ndarray

get_mean_vector()[source]#

Returns a vector containing the mean value of each asset.

Returns:: a per-asset mean vector.
Raises:: QiskitFinanceError – no data loaded
Return type:: ndarray

get_period_return_covariance_matrix()[source]#

Returns a vector containing the mean value of each asset.

Returns:: a per-asset mean vector.
Raises:: QiskitFinanceError – no data loaded
Return type:: ndarray

get_period_return_mean_vector()[source]#

Returns a vector containing the mean value of each asset.

Returns:: a per-asset mean vector.
Raises:: QiskitFinanceError – no data loaded
Return type:: ndarray

get_similarity_matrix()[source]#

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

Returns:: an asset-to-asset similarity matrix.
Raises:: QiskitFinanceError – no data loaded
Return type:: ndarray

abstract run()[source]#

Loads data.