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Qiskit Finance is no longer maintained and this documentation is no longer updated.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.

RandomDataProvider#

class RandomDataProvider(tickers=None, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0), seed=None)[source]#

Bases: BaseDataProvider

Pseudo-randomly generated mock stock-market data provider.

Parameters:

tickers (str | List[str] | None) – tickers
start (datetime) – first data point
end (datetime) – last data point precedes this date
seed (int | None) – optional random seed

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]#

Generates data pseudo-randomly, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.