YahooDataProvider

class YahooDataProvider(tickers=None, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0))

Bases: BaseDataProvider

Yahoo data provider.

Please see: https://qiskit-community.github.io/qiskit-finance/tutorials/11_time_series.html for instructions on use.

Parameters:

• tickers (str | List[str] | None) – tickers

• start (datetime) – start time

• end (datetime) – end time

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()

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