def test_portfolio(self):
""" portfolio test """
algo = NumPyMinimumEigensolver(self.qubit_op)
result = algo.run()
selection = sample_most_likely(result.eigenstate)
value = portfolio.portfolio_value(selection, self.muu, self.sigma,
self.risk, self.budget, self.penalty)
np.testing.assert_array_equal(selection, [0, 1, 1, 0])
self.assertAlmostEqual(value, -0.00679917)
def test_portfolio_qaoa(self):
""" portfolio test with QAOA """
qaoa = QAOA(self.qubit_op, COBYLA(maxiter=500), initial_point=[0., 0.])
backend = BasicAer.get_backend('statevector_simulator')
quantum_instance = QuantumInstance(backend=backend,
seed_simulator=self.seed,
seed_transpiler=self.seed)
result = qaoa.run(quantum_instance)
selection = sample_most_likely(result.eigenstate)
value = portfolio.portfolio_value(selection, self.muu, self.sigma,
self.risk, self.budget, self.penalty)
np.testing.assert_array_equal(selection, [0, 1, 1, 0])
self.assertAlmostEqual(value, -0.00679917)