def __init__(self,
token,
tickers,
stockmarket=StockMarket.NASDAQ,
start=datetime.datetime(2016, 1, 1),
end=datetime.datetime(2016, 1, 30),
verify=None):
"""
Initializer
Args:
token (str): quandl access token
tickers (str or list): tickers
stockmarket (StockMarket): NYSE or NASDAQ
start (datetime): first data point
end (datetime): last data point precedes this date
verify (None or str or boolean): if verify is None, certify certificates
will be used (default);
if this is False, no certificates will be checked; if this is a string,
it should be pointing
to a certificate for the HTTPS connection to NASDAQ (dataondemand.nasdaq.com),
either in the
form of a CA_BUNDLE file or a directory wherein to look.
Raises:
QiskitFinanceError: invalid data
"""
# if not isinstance(atoms, list) and not isinstance(atoms, str):
# raise QiskitFinanceError("Invalid atom input for DOD Driver '{}'".format(atoms))
super().__init__()
if isinstance(tickers, list):
self._tickers = tickers
else:
self._tickers = tickers.replace('\n', ';').split(";")
self._n = len(self._tickers)
if stockmarket not in [StockMarket.NASDAQ, StockMarket.NYSE]:
msg = "NASDAQ Data on Demand does not support "
msg += stockmarket.value
msg += " as a stock market."
raise QiskitFinanceError(msg)
# This is to aid serialization; string is ok to serialize
self._stockmarket = str(stockmarket.value)
self._token = token
self._start = start
self._end = end
self._verify = verify
def run(self):
""" Loads data, thus enabling get_similarity_matrix and get_covariance_matrix methods in the base class. """
self.check_provider_valid()
if self._token:
quandl.ApiConfig.api_key = self._token
quandl.ApiConfig.api_version = '2015-04-09'
self._data = []
for (cnt, s) in enumerate(self._tickers):
try:
d = quandl.get("WIKI/" + s,
start_date=self._start,
end_date=self._end)
except NotFoundError as ex:
raise QiskitFinanceError(
"Cannot retrieve Wikipedia data due to an invalid token."
) from ex
# The exception will be urllib3 NewConnectionError, but it can get dressed by quandl
except Exception as ex: # pylint: disable=broad-except
raise QiskitFinanceError(
"Cannot retrieve Wikipedia data.") from ex
try:
self._data.append(d["Adj. Close"])
except KeyError as ex:
raise QiskitFinanceError("Cannot parse quandl output.") from ex
def __init__(self,
token=None,
tickers=None,
stockmarket=StockMarket.NASDAQ,
start=datetime.datetime(2016, 1, 1),
end=datetime.datetime(2016, 1, 30)):
"""
Initializer
Args:
token (str): quandl access token, which is not needed, strictly speaking
tickers (str or list): tickers
stockmarket (StockMarket): NASDAQ, NYSE
start (datetime.datetime): start time
end (datetime.datetime): end time
Raises:
QiskitFinanceError: provider doesn't support stock market input
"""
# if not isinstance(atoms, list) and not isinstance(atoms, str):
# raise QiskitFinanceError("Invalid atom input for Wikipedia Driver '{}'".format(atoms))
super().__init__()
tickers = tickers if tickers is not None else []
if isinstance(tickers, list):
self._tickers = tickers
else:
self._tickers = tickers.replace('\n', ';').split(";")
self._n = len(self._tickers)
if stockmarket not in [StockMarket.NASDAQ, StockMarket.NYSE]:
msg = "WikipediaDataProvider does not support "
msg += stockmarket.value
msg += " as a stock market."
raise QiskitFinanceError(msg)
# This is to aid serialization; string is ok to serialize
self._stockmarket = str(stockmarket.value)
self._token = token
self._tickers = tickers
self._start = start
self._end = end
self._data = []
def __init__(self,
token,
tickers,
stockmarket=StockMarket.LONDON,
start=datetime.datetime(2016, 1, 1),
end=datetime.datetime(2016, 1, 30)):
"""
Initializer
Args:
token (str): quandl access token
tickers (str or list): tickers
stockmarket (StockMarket): LONDON, EURONEXT, or SINGAPORE
start (datetime): first data point
end (datetime): last data point precedes this date
Raises:
QiskitFinanceError: provider doesn't support stock market
"""
super().__init__()
if isinstance(tickers, list):
self._tickers = tickers
else:
self._tickers = tickers.replace('\n', ';').split(";")
self._n = len(self._tickers)
if stockmarket not in [
StockMarket.LONDON, StockMarket.EURONEXT, StockMarket.SINGAPORE
]:
msg = "ExchangeDataProvider does not support "
msg += stockmarket.value
msg += " as a stock market."
raise QiskitFinanceError(msg)
# This is to aid serialization; string is ok to serialize
self._stockmarket = str(stockmarket.value)
self._token = token
self._tickers = tickers
self._start = start
self._end = end
def init_from_input(cls, section):
"""
Initialize via section dictionary.
Args:
params (dict): section dictionary
Returns:
Driver: Driver object
"""
if section is None or not isinstance(section, dict):
raise QiskitFinanceError(
'Invalid or missing section {}'.format(section))
params = section
kwargs = {}
#for k, v in params.items():
# if k == ExchangeDataDriver. ...: v = UnitsType(v)
# kwargs[k] = v
logger.debug('init_from_input: {}'.format(kwargs))
return cls(**kwargs)
def __init__(self,
tickers=["TICKER1", "TICKER2"],
stockmarket=StockMarket.RANDOM,
start=datetime.datetime(2016, 1, 1),
end=datetime.datetime(2016, 1, 30),
seed=None):
"""
Initializer
Args:
tickers (str or list): tickers
stockmarket (StockMarket): RANDOM
start (datetime): first data point
end (datetime): last data point precedes this date
seed (None or int): shall a seed be used?
"""
super().__init__()
# if not isinstance(atoms, list) and not isinstance(atoms, str):
# raise QiskitFinanceError("Invalid atom input for RANDOM data provider '{}'".format(atoms))
if isinstance(tickers, list):
self._tickers = tickers
else:
self._tickers = tickers.replace('\n', ';').split(";")
self._n = len(self._tickers)
if not (stockmarket in [StockMarket.RANDOM]):
msg = "RandomDataProvider does not support "
msg += stockmarket.value
msg += " as a stock market. Please use Stockmarket.RANDOM."
raise QiskitFinanceError(msg)
# This is to aid serialisation; string is ok to serialise
self._stockmarket = str(stockmarket.value)
self._start = start
self._end = end
self._seed = seed
def init_from_input(cls, section):
"""
Initialize via section dictionary.
Args:
section (dict): section dictionary
Returns:
WikipediaDataProvider: data provider object
Raises:
QiskitFinanceError: Invalid section
"""
if section is None or not isinstance(section, dict):
raise QiskitFinanceError(
'Invalid or missing section {}'.format(section))
# params = section
kwargs = {}
# for k, v in params.items():
# if k == ExchangeDataDriver. ...: v = UnitsType(v)
# kwargs[k] = v
logger.debug('init_from_input: %s', kwargs)
return cls(**kwargs)
def __init__(self,
tickers=None,
stockmarket=StockMarket.RANDOM,
start=datetime.datetime(2016, 1, 1),
end=datetime.datetime(2016, 1, 30),
seed=None):
"""
Initializer
Args:
tickers (str or list): tickers
stockmarket (StockMarket): RANDOM
start (datetime): first data point
end (datetime): last data point precedes this date
seed (None or int): shall a seed be used?
Raises:
QiskitFinanceError: provider doesn't support stock market value
"""
super().__init__()
tickers = tickers if tickers is not None else ["TICKER1", "TICKER2"]
if isinstance(tickers, list):
self._tickers = tickers
else:
self._tickers = tickers.replace('\n', ';').split(";")
self._n = len(self._tickers)
if stockmarket not in [StockMarket.RANDOM]:
msg = "RandomDataProvider does not support "
msg += stockmarket.value
msg += " as a stock market. Please use Stockmarket.RANDOM."
raise QiskitFinanceError(msg)
# This is to aid serialization; string is ok to serialize
self._stockmarket = str(stockmarket.value)
self._start = start
self._end = end
self._seed = seed
