Created
November 3, 2021 21:03
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def print_result(result): | |
selection = sample_most_likely(result.eigenstate) | |
value = portfolio.portfolio_value(selection, mu, sigma, risk_factor, budget, penalty) | |
print('Optimal: selection {}, value {:.4f}'.format(selection, value)) | |
eigenvector = result.eigenstate if isinstance(result.eigenstate, np.ndarray) else result.eigenstate.to_matrix() | |
probabilities = np.abs(eigenvector)**2 | |
i_sorted = reversed(np.argsort(probabilities)) | |
print('\n----------------- Full result ---------------------') | |
print('selection\tvalue\t\tprobability') | |
print('---------------------------------------------------') | |
states, values, probs = [], [], [] | |
for i in i_sorted: | |
x = index_to_selection(i, num_assets) | |
value = portfolio.portfolio_value(x, mu, sigma, risk_factor, budget, penalty) | |
probability = probabilities[i] | |
print('%10s\t%.4f\t\t%.4f' %(x, value, probability)) | |
states.append(''.join(str(i) for i in x)) | |
values.append(value) | |
probs.append(probability) | |
return selection, states, values, probs |
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