From 22383ada3f2854f6f2a728fd4c3230945f5b2798 Mon Sep 17 00:00:00 2001 From: KOSASIH Date: Fri, 10 May 2024 21:30:40 +0700 Subject: [PATCH] Create quantum_optimization.py --- quantum_module/quantum_optimization.py | 43 ++++++++++++++++++++++++++ 1 file changed, 43 insertions(+) create mode 100644 quantum_module/quantum_optimization.py diff --git a/quantum_module/quantum_optimization.py b/quantum_module/quantum_optimization.py new file mode 100644 index 000000000..c5832a997 --- /dev/null +++ b/quantum_module/quantum_optimization.py @@ -0,0 +1,43 @@ +# Import necessary libraries +import numpy as np +from qiskit import QuantumCircuit, execute +from qiskit.providers.aer import AerSimulator +from qiskit.optimization import QuadraticProgram + +# Define a function to optimize a portfolio using quantum computing +def optimize_portfolio(stocks, weights, risk_tolerance): + # Define the quadratic program + qp = QuadraticProgram() + qp.binary_var_list(stocks, name='x') + qp.minimize(linear={stocks[i]: weights[i] for i in range(len(stocks))}) + qp.subject_to(LinearConstraint(sense='LE', rhs=risk_tolerance, coeffs={stocks[i]: weights[i] for i in range(len(stocks))})) + + # Convert the quadratic program to a QUBO problem + qubo = qp.to_qubo() + + # Create a quantum circuit to solve the QUBO problem + qc = QuantumCircuit(len(stocks)) + qc.h(range(len(stocks))) + qc.barrier() + qc.x(range(len(stocks))) + qc.barrier() + qc.measure_all() + + # Execute the circuit on a simulator + simulator = AerSimulator() + job = execute(qc, simulator, shots=1000) + result = job.result() + counts = result.get_counts(qc) + + # Extract the optimal solution from the counts + optimal_solution = max(counts, key=counts.get) + optimal_portfolio = [stocks[i] for i, x in enumerate(optimal_solution) if x == '1'] + + return optimal_portfolio + +# Example usage +stocks = ['AAPL', 'GOOG', 'MSFT'] +weights = [0.3, 0.4, 0.3] +risk_tolerance = 0.5 +optimal_portfolio = optimize_portfolio(stocks, weights, risk_tolerance) +print("Optimal portfolio:", optimal_portfolio)