BaseDataProvider

class BaseDataProvider

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()

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

abstract run()

Loads data.