File size: 12,378 Bytes
6413ecc
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
"""
Quantum simulation tools using Qiskit and PennyLane.

Provides utilities for:
- QAOA circuit simulation
- VQE implementations
- Noise modeling for NISQ assessment
- Resource estimation
"""

import numpy as np
from typing import Optional


class QuantumResourceEstimator:
    """Estimate quantum resources required for finance applications."""

    # Current NISQ hardware constraints (2024-2026 estimates)
    HARDWARE_SPECS = {
        'ibm_osprey': {
            'qubits': 433,
            'gate_fidelity_1q': 0.9996,
            'gate_fidelity_2q': 0.99,
            'coherence_time_us': 100,
            'gate_time_1q_ns': 35,
            'gate_time_2q_ns': 300,
        },
        'ibm_condor': {
            'qubits': 1121,
            'gate_fidelity_1q': 0.9995,
            'gate_fidelity_2q': 0.985,
            'coherence_time_us': 80,
            'gate_time_1q_ns': 35,
            'gate_time_2q_ns': 300,
        },
        'ionq_forte': {
            'qubits': 36,
            'gate_fidelity_1q': 0.9999,
            'gate_fidelity_2q': 0.995,
            'coherence_time_us': 10000000,  # Ion traps have very long coherence
            'gate_time_1q_ns': 10000,
            'gate_time_2q_ns': 200000,
        },
        'google_sycamore': {
            'qubits': 72,
            'gate_fidelity_1q': 0.9985,
            'gate_fidelity_2q': 0.995,
            'coherence_time_us': 20,
            'gate_time_1q_ns': 25,
            'gate_time_2q_ns': 32,
        }
    }

    def __init__(self, hardware: str = 'ibm_osprey'):
        """Initialize with target hardware specifications."""
        if hardware not in self.HARDWARE_SPECS:
            raise ValueError(f"Unknown hardware: {hardware}. Choose from {list(self.HARDWARE_SPECS.keys())}")
        self.hardware = hardware
        self.specs = self.HARDWARE_SPECS[hardware]

    def estimate_qaoa_resources(self, num_assets: int, p_layers: int = 1) -> dict:
        """
        Estimate resources for QAOA portfolio optimization.

        Args:
            num_assets: Number of assets in portfolio
            p_layers: Number of QAOA layers (depth parameter)

        Returns:
            Dictionary with resource estimates
        """
        # QAOA for portfolio optimization typically requires n qubits for n assets
        qubits_required = num_assets

        # Gates per layer: roughly O(n^2) for cost Hamiltonian + O(n) for mixer
        two_qubit_gates_per_layer = num_assets * (num_assets - 1) // 2
        one_qubit_gates_per_layer = num_assets * 2

        total_2q_gates = two_qubit_gates_per_layer * p_layers
        total_1q_gates = one_qubit_gates_per_layer * p_layers

        # Circuit depth estimate
        circuit_depth = p_layers * (num_assets + 2)

        # Total execution time
        exec_time_ns = (total_1q_gates * self.specs['gate_time_1q_ns'] +
                        total_2q_gates * self.specs['gate_time_2q_ns'])
        exec_time_us = exec_time_ns / 1000

        # Error probability estimate
        success_prob = (self.specs['gate_fidelity_1q'] ** total_1q_gates *
                       self.specs['gate_fidelity_2q'] ** total_2q_gates)

        # Feasibility check
        feasible = (
            qubits_required <= self.specs['qubits'] and
            exec_time_us < self.specs['coherence_time_us'] and
            success_prob > 0.01  # At least 1% success probability
        )

        return {
            'qubits_required': qubits_required,
            'qubits_available': self.specs['qubits'],
            'total_1q_gates': total_1q_gates,
            'total_2q_gates': total_2q_gates,
            'circuit_depth': circuit_depth,
            'execution_time_us': exec_time_us,
            'coherence_time_us': self.specs['coherence_time_us'],
            'success_probability': success_prob,
            'feasible_on_hardware': feasible,
            'bottleneck': self._identify_bottleneck(
                qubits_required, exec_time_us, success_prob
            )
        }

    def estimate_amplitude_estimation_resources(
        self,
        precision_bits: int,
        num_qubits_oracle: int
    ) -> dict:
        """
        Estimate resources for quantum amplitude estimation (option pricing).

        Args:
            precision_bits: Number of bits of precision required
            num_qubits_oracle: Qubits needed for the oracle (problem encoding)

        Returns:
            Dictionary with resource estimates
        """
        # Total qubits: oracle + precision register
        qubits_required = num_qubits_oracle + precision_bits

        # Amplitude estimation requires O(2^precision) oracle calls
        oracle_calls = 2 ** precision_bits

        # Assume oracle has O(n^2) gates
        gates_per_oracle = num_qubits_oracle ** 2
        total_2q_gates = oracle_calls * gates_per_oracle

        # Execution time
        exec_time_us = (total_2q_gates * self.specs['gate_time_2q_ns']) / 1000

        # Success probability
        success_prob = self.specs['gate_fidelity_2q'] ** total_2q_gates

        feasible = (
            qubits_required <= self.specs['qubits'] and
            exec_time_us < self.specs['coherence_time_us'] * 0.5 and
            success_prob > 0.001
        )

        return {
            'qubits_required': qubits_required,
            'qubits_available': self.specs['qubits'],
            'oracle_calls': oracle_calls,
            'total_2q_gates': total_2q_gates,
            'execution_time_us': exec_time_us,
            'coherence_time_us': self.specs['coherence_time_us'],
            'success_probability': success_prob,
            'feasible_on_hardware': feasible,
            'bottleneck': self._identify_bottleneck(
                qubits_required, exec_time_us, success_prob
            )
        }

    def estimate_grover_resources(self, search_space_size: int) -> dict:
        """
        Estimate resources for Grover's search (fraud detection).

        Args:
            search_space_size: Size of search space N

        Returns:
            Dictionary with resource estimates
        """
        # Qubits: log2(N) for encoding
        qubits_required = int(np.ceil(np.log2(search_space_size)))

        # Grover iterations: O(sqrt(N))
        iterations = int(np.ceil(np.sqrt(search_space_size) * np.pi / 4))

        # Gates per iteration: O(n) for oracle + O(n) for diffusion
        gates_per_iteration = qubits_required * 4
        total_2q_gates = iterations * gates_per_iteration

        exec_time_us = (total_2q_gates * self.specs['gate_time_2q_ns']) / 1000
        success_prob = self.specs['gate_fidelity_2q'] ** total_2q_gates

        feasible = (
            qubits_required <= self.specs['qubits'] and
            exec_time_us < self.specs['coherence_time_us'] and
            success_prob > 0.01
        )

        return {
            'qubits_required': qubits_required,
            'qubits_available': self.specs['qubits'],
            'grover_iterations': iterations,
            'total_2q_gates': total_2q_gates,
            'execution_time_us': exec_time_us,
            'coherence_time_us': self.specs['coherence_time_us'],
            'success_probability': success_prob,
            'feasible_on_hardware': feasible,
            'classical_speedup': f"O(sqrt(N)) vs O(N)",
            'bottleneck': self._identify_bottleneck(
                qubits_required, exec_time_us, success_prob
            )
        }

    def _identify_bottleneck(
        self,
        qubits_required: int,
        exec_time_us: float,
        success_prob: float
    ) -> str:
        """Identify the primary bottleneck for feasibility."""
        bottlenecks = []

        if qubits_required > self.specs['qubits']:
            bottlenecks.append(f"Qubit count ({qubits_required} > {self.specs['qubits']})")

        if exec_time_us > self.specs['coherence_time_us']:
            ratio = exec_time_us / self.specs['coherence_time_us']
            bottlenecks.append(f"Coherence time (circuit {ratio:.1f}x longer than coherence)")

        if success_prob < 0.01:
            bottlenecks.append(f"Gate errors (success prob {success_prob:.2e})")

        return "; ".join(bottlenecks) if bottlenecks else "None - appears feasible"


class NISQNoiseModel:
    """Model noise effects on NISQ quantum circuits."""

    def __init__(self, depolarizing_rate: float = 0.01, measurement_error: float = 0.02):
        """
        Initialize noise model.

        Args:
            depolarizing_rate: Single-qubit depolarizing error rate
            measurement_error: Measurement error probability
        """
        self.depolarizing_rate = depolarizing_rate
        self.measurement_error = measurement_error

    def estimate_output_fidelity(self, num_gates: int, num_qubits: int) -> float:
        """
        Estimate output state fidelity after noisy circuit execution.

        Args:
            num_gates: Total number of gates in circuit
            num_qubits: Number of qubits

        Returns:
            Estimated fidelity (0 to 1)
        """
        # Simplified noise model: each gate reduces fidelity
        gate_fidelity = (1 - self.depolarizing_rate) ** num_gates

        # Measurement errors
        meas_fidelity = (1 - self.measurement_error) ** num_qubits

        return gate_fidelity * meas_fidelity

    def required_shots_for_precision(
        self,
        target_precision: float,
        success_probability: float
    ) -> int:
        """
        Calculate required measurement shots for target precision.

        Args:
            target_precision: Desired precision (e.g., 0.01 for 1%)
            success_probability: Probability of successful circuit execution

        Returns:
            Number of shots required
        """
        # Using Hoeffding bound: shots >= 1/(2 * precision^2 * success_prob)
        if success_probability < 1e-10:
            return float('inf')

        shots = int(np.ceil(1 / (2 * target_precision**2 * success_probability)))
        return min(shots, 10**9)  # Cap at 1 billion shots


def run_qaoa_simulation(num_assets: int = 10, p_layers: int = 1) -> dict:
    """
    Run a simplified QAOA simulation for portfolio optimization.

    This is a demonstration of the simulation capability.
    Full implementation would use Qiskit or PennyLane.

    Args:
        num_assets: Number of assets
        p_layers: QAOA depth

    Returns:
        Simulation results
    """
    try:
        import pennylane as qml

        # Create a simple QAOA-style circuit
        dev = qml.device('default.qubit', wires=min(num_assets, 10))

        @qml.qnode(dev)
        def qaoa_circuit(gamma, beta):
            # Initial superposition
            for i in range(min(num_assets, 10)):
                qml.Hadamard(wires=i)

            # Simplified cost layer
            for i in range(min(num_assets, 10) - 1):
                qml.CNOT(wires=[i, i+1])
                qml.RZ(gamma, wires=i+1)
                qml.CNOT(wires=[i, i+1])

            # Mixer layer
            for i in range(min(num_assets, 10)):
                qml.RX(beta, wires=i)

            return qml.expval(qml.PauliZ(0))

        # Run with sample parameters
        result = qaoa_circuit(0.5, 0.3)

        return {
            'status': 'success',
            'expectation_value': float(result),
            'num_qubits_used': min(num_assets, 10),
            'simulator': 'pennylane.default.qubit'
        }

    except ImportError:
        return {
            'status': 'pennylane_not_available',
            'message': 'PennyLane not installed. Install with: pip install pennylane'
        }
    except Exception as e:
        return {
            'status': 'error',
            'message': str(e)
        }


if __name__ == "__main__":
    # Demo resource estimation
    estimator = QuantumResourceEstimator('ibm_osprey')

    print("QAOA Resource Estimation for 50-asset portfolio:")
    print("-" * 50)
    result = estimator.estimate_qaoa_resources(num_assets=50, p_layers=3)
    for key, value in result.items():
        print(f"  {key}: {value}")

    print("\nAmplitude Estimation for Option Pricing (8-bit precision):")
    print("-" * 50)
    result = estimator.estimate_amplitude_estimation_resources(
        precision_bits=8, num_qubits_oracle=20
    )
    for key, value in result.items():
        print(f"  {key}: {value}")