def test_exchangedata(self):
""" exchange data test """
lse = ExchangeDataProvider(
token="REPLACE-ME",
tickers=["AIBGl", "AVSTl"],
stockmarket=StockMarket.LONDON,
start=datetime.datetime(2019, 1, 1),
end=datetime.datetime(2019, 1, 30)
)
try:
lse.run()
self.fail("Test of DataOnDemandProvider should have failed due to the lack of a token.")
except QiskitFinanceError:
self.skipTest("Test of DataOnDemandProvider skipped due to the lack of a token.")
def test_exchangedata(self):
""" exchange data test """
try:
lse = ExchangeDataProvider(token=self._quandl_token,
tickers=["AEO", "ABBY"],
stockmarket=StockMarket.LONDON,
start=datetime.datetime(2018, 1, 1),
end=datetime.datetime(2018, 12, 31))
lse.run()
similarity = np.array([[1.00000000e+00, 8.44268222e-05],
[8.44268222e-05, 1.00000000e+00]])
covariance = np.array([[2.693, -18.65], [-18.65, 1304.422]])
with self.subTest(
'test ExchangeDataProvider get_covariance_matrix'):
np.testing.assert_array_almost_equal(
lse.get_covariance_matrix(), covariance, decimal=3)
with self.subTest(
'test ExchangeDataProvider get_similarity_matrix'):
np.testing.assert_array_almost_equal(
lse.get_similarity_matrix(), similarity, decimal=3)
except MissingOptionalLibraryError as ex:
self.skipTest(str(ex))
except QiskitFinanceError as ex:
self.skipTest("Test of ExchangeDataProvider skipped {}".format(
str(ex)))