RandomDataProvider
class RandomDataProvider(tickers=None, start=datetime.datetime(2016, 1, 1, 0, 0), end=datetime.datetime(2016, 1, 30, 0, 0), seed=None)
Bases: qiskit.finance.data_providers._base_data_provider.BaseDataProvider
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
Methods
get_coordinates
RandomDataProvider.get_coordinates()
Returns random coordinates for visualisation purposes.
Return type
Tuple[ndarray, ndarray]
get_covariance_matrix
RandomDataProvider.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
RandomDataProvider.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
RandomDataProvider.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
RandomDataProvider.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
RandomDataProvider.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
RandomDataProvider.run()
Generates data pseudo-randomly, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class.
Return type
None