import numpy as np from sklearn.preprocessing import MinMaxScaler from typing import List, Dict, Tuple import pandas as pd class QuantumInspiredOptimizer: def __init__(self, n_qubits=4, iterations=100): self.n_qubits = n_qubits self.iterations = iterations self.scaler = MinMaxScaler() def quantum_inspired_encoding(self, data): """Convert classical data into quantum-inspired representation""" scaled_data = self.scaler.fit_transform(data.reshape(-1, 1)) phase = 2 * np.pi * scaled_data return np.exp(1j * phase) def quantum_pattern_detection(self, prices): """Detect patterns using quantum-inspired interference""" encoded_data = self.quantum_inspired_encoding(prices) amplitudes = np.abs(encoded_data) phases = np.angle(encoded_data) # Pattern detection through interference interference_pattern = np.convolve(amplitudes.flatten(), np.exp(1j * phases.flatten())) return np.abs(interference_pattern[:len(prices)]) def quantum_momentum_indicator(self, prices, window=14): """Calculate quantum-inspired momentum indicator""" encoded_data = self.quantum_inspired_encoding(prices) momentum = np.zeros(len(prices)) for i in range(window, len(prices)): quantum_state = encoded_data[i-window:i] interference = np.sum(quantum_state * np.conjugate(quantum_state)) momentum[i] = np.abs(interference) return momentum def quantum_trend_prediction(self, prices, lookback=5): """Predict trend using quantum-inspired algorithm""" encoded_data = self.quantum_inspired_encoding(prices) predictions = np.zeros(len(prices)) for i in range(lookback, len(prices)): quantum_state = encoded_data[i-lookback:i] superposition = np.sum(quantum_state) / np.sqrt(lookback) predictions[i] = np.abs(superposition) return self.scaler.inverse_transform(predictions.reshape(-1, 1)).flatten() def optimize_portfolio(self, returns: pd.DataFrame, risk_tolerance: float = 0.5) -> Dict[str, float]: """Quantum-inspired portfolio optimization""" n_assets = returns.shape[1] # Initialize quantum-inspired particles n_particles = 100 particles = np.random.rand(n_particles, n_assets) particles = particles / particles.sum(axis=1)[:, np.newaxis] # Calculate returns and risks portfolio_returns = np.dot(particles, returns.mean().values) covariance = returns.cov().values portfolio_risks = np.sqrt(np.diagonal(np.dot(np.dot(particles, covariance), particles.T))) # Quantum interference optimization for _ in range(self.iterations): # Quantum phase estimation phases = 2 * np.pi * (portfolio_returns - portfolio_risks * risk_tolerance) quantum_states = np.exp(1j * phases.reshape(-1, 1)) # Interference effect interference = np.sum(quantum_states * np.conjugate(quantum_states)) best_idx = np.argmax(np.abs(interference)) # Update particles particles = particles * np.exp(1j * phases.reshape(-1, 1)) particles = np.abs(particles) particles = particles / particles.sum(axis=1)[:, np.newaxis] # Select best portfolio weights best_weights = particles[best_idx] return { asset: weight for asset, weight in zip(returns.columns, best_weights) } def detect_quantum_patterns(self, prices: np.ndarray) -> List[Dict[str, any]]: """Advanced pattern detection using quantum interference""" encoded_data = self.quantum_inspired_encoding(prices) patterns = [] # Sliding window analysis window_sizes = [5, 10, 20] for window in window_sizes: for i in range(window, len(prices)): quantum_state = encoded_data[i-window:i] interference = np.sum(quantum_state * np.conjugate(quantum_state)) # Pattern strength and type detection pattern_strength = np.abs(interference) phase_coherence = np.angle(interference) if pattern_strength > 1.5: # Significant pattern threshold pattern_type = "Bullish" if phase_coherence > 0 else "Bearish" patterns.append({ 'type': pattern_type, 'strength': float(pattern_strength), 'position': i, 'window': window }) return patterns def quantum_risk_assessment(self, prices: np.ndarray, volumes: np.ndarray) -> Dict[str, float]: """Quantum-inspired risk assessment""" price_encoded = self.quantum_inspired_encoding(prices) volume_encoded = self.quantum_inspired_encoding(volumes) # Quantum interference between price and volume interference = np.sum(price_encoded * np.conjugate(volume_encoded)) # Calculate risk metrics volatility = np.std(prices) / np.mean(prices) volume_impact = np.abs(interference) / len(prices) return { 'volatility': float(volatility), 'volume_impact': float(volume_impact), 'risk_score': float(np.sqrt(volatility * volume_impact)) }