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qiskit.finance.data_providers.RandomDataProvider

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

Pseudo-randomly generated mock stock-market data provider.

Initializer :type tickers: Union[str, List[str], None] :param tickers: tickers :type start: datetime :param start: first data point :type end: datetime :param end: last data point precedes this date :type seed: Optional[int] :param seed: shall a seed be used?

Raises

MissingOptionalLibraryError – Pandas not installed

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

Initializer :type tickers: Union[str, List[str], None] :param tickers: tickers :type start: datetime :param start: first data point :type end: datetime :param end: last data point precedes this date :type seed: Optional[int] :param seed: shall a seed be used?

Raises

MissingOptionalLibraryError – Pandas not installed

Methods

__init__([tickers, start, end, seed])

Initializer :type tickers: Union[str, List[str], None] :param tickers: tickers :type start: datetime :param start: first data point :type end: datetime :param end: last data point precedes this date :type seed: Optional[int] :param seed: shall a seed be used?

get_coordinates()

Returns random coordinates for visualisation purposes.

get_covariance_matrix()

Returns the covariance matrix.

get_mean_vector()

Returns a vector containing the mean value of each asset.

get_period_return_covariance_matrix()

Returns a vector containing the mean value of each asset.

get_period_return_mean_vector()

Returns a vector containing the mean value of each asset.

get_similarity_matrix()

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

run()

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

get_coordinates()

Returns random coordinates for visualisation purposes.

Return type

Tuple[float, float]

get_covariance_matrix()

Returns the covariance matrix.

Return type

ndarray

Returns

an asset-to-asset covariance matrix.

Raises

QiskitFinanceError – no data loaded

get_mean_vector()

Returns a vector containing the mean value of each asset.

Return type

ndarray

Returns

a per-asset mean vector.

Raises

QiskitFinanceError – no data loaded

get_period_return_covariance_matrix()

Returns a vector containing the mean value of each asset.

Return type

ndarray

Returns

a per-asset mean vector.

Raises

QiskitFinanceError – no data loaded

get_period_return_mean_vector()

Returns a vector containing the mean value of each asset.

Return type

ndarray

Returns

a per-asset mean vector.

Raises

QiskitFinanceError – no data loaded

get_similarity_matrix()

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

Return type

ndarray

Returns

an asset-to-asset similarity matrix.

Raises

QiskitFinanceError – no data loaded

run()[source]

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

Return type

None

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