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Qiskit Finance is no longer maintained and this documentation is no longer updated. It is kept online for reference only, and the code it describes may not work with current versions of Qiskit. See the project repository for more information.

DataOnDemandProvider#

class DataOnDemandProvider(token, tickers, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0), verify=None)[source]#

Bases: BaseDataProvider

NASDAQ Data on Demand data provider.

Please see: https://qiskit-community.github.io/qiskit-finance/tutorials/11_time_series.html for instructions on use, which involve obtaining a NASDAQ DOD access token.

Parameters:

token (str) – data on demand access token
tickers (str | List[str]) – tickers
start (datetime) – first data point
end (datetime) – last data point precedes this date
verify (str | bool | None) – if verify is None, certify certificates will be used (default); if this is False, no certificates will be checked; if this is a string, it should be pointing to a certificate for the HTTPS connection to NASDAQ (dataondemand.nasdaq.com), either in the form of a CA_BUNDLE file or a directory wherein to look.

Methods

get_coordinates()#

Returns random coordinates for visualisation purposes.

Return type:: Tuple[ndarray, ndarray]

get_covariance_matrix()#

Returns the covariance matrix.

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

get_mean_vector()#

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()#

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()#

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()#

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

run()[source]#

Loads data, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.