def test_yahoo(self):
""" Yahoo data test """
try:
yahoo = YahooDataProvider(
tickers=["AEO", "ABBY"],
start=datetime.datetime(2018, 1, 1),
end=datetime.datetime(2018, 12, 31)
)
yahoo.run()
similarity = np.array([
[1.00000000e+00, 8.44268222e-05],
[8.44268222e-05, 1.00000000e+00]
])
covariance = np.array(
[[7.035e+00, -1.653e-04],
[-1.653e-04, 1.199e-06]])
with self.subTest('test YahooDataProvider get_covariance_matrix'):
np.testing.assert_array_almost_equal(yahoo.get_covariance_matrix(),
covariance, decimal=3)
with self.subTest('test YahooDataProvider get_similarity_matrix'):
np.testing.assert_array_almost_equal(yahoo.get_similarity_matrix(),
similarity, decimal=3)
except NameError as ex:
self.skipTest(str(ex))
except QiskitFinanceError as ex:
self.skipTest("Test of YahooDataProvider skipped {}".format(str(ex)))
def test_yahoo(self, tickers, covariance, similarity):
""" Yahoo data test """
try:
yahoo = YahooDataProvider(
tickers=tickers,
start=datetime.datetime(2018, 1, 1),
end=datetime.datetime(2018, 12, 31),
)
yahoo.run()
with self.subTest("test YahooDataProvider get_covariance_matrix"):
np.testing.assert_array_almost_equal(
yahoo.get_covariance_matrix(),
np.array(covariance),
decimal=0)
with self.subTest("test YahooDataProvider get_similarity_matrix"):
np.testing.assert_array_almost_equal(
yahoo.get_similarity_matrix(),
np.array(similarity),
decimal=1)
except MissingOptionalLibraryError as ex:
self.skipTest(str(ex))
except QiskitFinanceError as ex:
self.skipTest("Test of YahooDataProvider skipped {}".format(
str(ex)))