Switch to qiskit_algorithms (#291)

* Switch to qiskit_algorithms * Fix lint and black * qiskit_algorithms 0.2.0 min, use its globals * Update requirements.txt Co-authored-by: Takashi Imamichi <[email protected]> * Notebooks using Opt change to qiskit_algorithms * Fixup qiskit-optimization links over to community or ecosystem * Qiskit`s finance module to Qiskit Finance module * Fix lint for long link (black was ok with it!) --------- Co-authored-by: Takashi Imamichi <[email protected]>
qiskit-community · Sep 6, 2023 · 963059f · 963059f
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diff --git a/.github/actions/install-main-dependencies/action.yml b/.github/actions/install-main-dependencies/action.yml
@@ -28,7 +28,7 @@ runs:
     - name: Get main last commit ids
       run: |
         echo "QISKIT_HASH=$(git ls-remote --heads https://github.com/Qiskit/qiskit.git refs/heads/main  | awk '{print $1}')" >> $GITHUB_ENV
-        echo "OPTIMIZATION_HASH=$(git ls-remote --heads https://github.com/Qiskit/qiskit-optimization.git refs/heads/main  | awk '{print $1}')" >> $GITHUB_ENV
+        echo "OPTIMIZATION_HASH=$(git ls-remote --heads https://github.com/qiskit-community/qiskit-optimization.git refs/heads/main  | awk '{print $1}')" >> $GITHUB_ENV
       shell: bash
     - name: Qiskit Cache
       env:
@@ -127,7 +127,7 @@ runs:
         if [ "$build_from_main" == "true" ]; then
           echo 'Create wheel file from main'
           pip install -U wheel
-          git clone --depth 1 --branch main https://github.com/Qiskit/qiskit-optimization.git /tmp/qiskit-optimization
+          git clone --depth 1 --branch main https://github.com/qiskit-community/qiskit-optimization.git /tmp/qiskit-optimization
           pushd /tmp/qiskit-optimization
           python setup.py bdist_wheel
           popd

diff --git a/README.md b/README.md
@@ -33,8 +33,8 @@ evaluate a fixed income asset with uncertain interest rates.
 
 ```python
 import numpy as np
-from qiskit.algorithms import AmplitudeEstimation
 from qiskit.primitives import Sampler
+from qiskit_algorithms import AmplitudeEstimation
 from qiskit_finance.circuit.library import NormalDistribution
 from qiskit_finance.applications import FixedIncomePricing
 

diff --git a/docs/conf.py b/docs/conf.py
@@ -191,6 +191,7 @@
     "python": ("https://docs.python.org/3", None),
     "numpy": ("https://numpy.org/doc/stable", None),
     "scipy": ("https://docs.scipy.org/doc/scipy", None),
+    "qiskit_algorithms": ("https://qiskit.org/ecosystem/algorithms", None),
     "qiskit_optimization": ("https://qiskit.org/ecosystem/optimization", None),
     "qiskit": ("https://qiskit.org/documentation", None),
 }

diff --git a/docs/tutorials/00_amplitude_estimation.ipynb b/docs/tutorials/00_amplitude_estimation.ipynb
diff --git a/docs/tutorials/01_portfolio_optimization.ipynb b/docs/tutorials/01_portfolio_optimization.ipynb
diff --git a/docs/tutorials/02_portfolio_diversification.ipynb b/docs/tutorials/02_portfolio_diversification.ipynb
diff --git a/docs/tutorials/03_european_call_option_pricing.ipynb b/docs/tutorials/03_european_call_option_pricing.ipynb
diff --git a/docs/tutorials/04_european_put_option_pricing.ipynb b/docs/tutorials/04_european_put_option_pricing.ipynb
diff --git a/docs/tutorials/05_bull_spread_pricing.ipynb b/docs/tutorials/05_bull_spread_pricing.ipynb
diff --git a/docs/tutorials/06_basket_option_pricing.ipynb b/docs/tutorials/06_basket_option_pricing.ipynb
diff --git a/docs/tutorials/07_asian_barrier_spread_pricing.ipynb b/docs/tutorials/07_asian_barrier_spread_pricing.ipynb
diff --git a/docs/tutorials/08_fixed_income_pricing.ipynb b/docs/tutorials/08_fixed_income_pricing.ipynb
diff --git a/docs/tutorials/09_credit_risk_analysis.ipynb b/docs/tutorials/09_credit_risk_analysis.ipynb
diff --git a/docs/tutorials/10_qgan_option_pricing.ipynb b/docs/tutorials/10_qgan_option_pricing.ipynb
diff --git a/qiskit_finance/__init__.py b/qiskit_finance/__init__.py
@@ -10,24 +10,28 @@
 # copyright notice, and modified files need to carry a notice indicating
 # that they have been altered from the originals.
 """
-===============================================
-Qiskit's finance module (:mod:`qiskit_finance`)
-===============================================
+=============================================
+Qiskit Finance module (:mod:`qiskit_finance`)
+=============================================
 
 .. currentmodule:: qiskit_finance
 
-This is the Qiskit`s finance module. There is an initial set of function here that
-will be built out over time. At present it has applications in the form of
-Ising Hamiltonians and data providers which supply a source of financial data.
+This is the Qiskit Finance module. It has applications based on
+`Amplitude Estimation
+<https://qiskit.org/ecosystem/algorithms/apidocs/qiskit_algorithms.html#amplitude-estimators>`__
+and optimization using
+`Qiskit Optimization <https://qiskit.org/ecosystem/optimization/>`__,
+some library circuits useful for finance applications,
+and data providers which supply a source of financial data.
 
 .. autosummary::
    :toctree: ../stubs/
    :nosignatures:
 
     QiskitFinanceError
 
-In addition to standard Python errors Qiskit's finance module will raise this error if
-circumstances are that it cannot proceed to completion.
+In addition to standard Python errors the Qiskit Finance module will raise this error
+if circumstances are that it cannot proceed to completion.
 
 Submodules
 ==========

diff --git a/qiskit_finance/applications/__init__.py b/qiskit_finance/applications/__init__.py
@@ -16,7 +16,7 @@
 
 .. currentmodule:: qiskit_finance.applications
 
-Applications for Qiskit's finance module.
+Qiskit Finance ready-made applications.
 
 Optimization Applications
 =========================

diff --git a/qiskit_finance/applications/estimation/estimation_application.py b/qiskit_finance/applications/estimation/estimation_application.py
@@ -13,7 +13,7 @@
 """An abstract class for estimation application classes."""
 from abc import ABC, abstractmethod
 
-from qiskit.algorithms.amplitude_estimators import (
+from qiskit_algorithms import (
     EstimationProblem,
     AmplitudeEstimatorResult,
 )
@@ -27,14 +27,14 @@ class EstimationApplication(ABC):
     @abstractmethod
     def to_estimation_problem(self) -> EstimationProblem:
         """Convert a problem instance into a
-        :class:`qiskit.algorithms.EstimationProblem`
+        :class:`qiskit_algorithms.EstimationProblem`
         """
         pass
 
     @abstractmethod
     def interpret(self, result: AmplitudeEstimatorResult) -> float:
         """Convert the calculation result of the problem
-        (:class:`qiskit.algorithms.AmplitudeEstimatorResult`)
+        (:class:`qiskit_algorithms.AmplitudeEstimatorResult`)
         to the answer of the problem.
 
         Args:

diff --git a/qiskit_finance/applications/estimation/european_call_delta.py b/qiskit_finance/applications/estimation/european_call_delta.py
@@ -14,7 +14,7 @@
 from typing import Tuple
 
 from qiskit.circuit import QuantumCircuit
-from qiskit.algorithms.amplitude_estimators import (
+from qiskit_algorithms import (
     EstimationProblem,
     AmplitudeEstimatorResult,
 )
@@ -60,10 +60,10 @@ def __init__(
 
     def to_estimation_problem(self) -> EstimationProblem:
         """Convert a problem instance into a
-        :class:`qiskit.algorithms.EstimationProblem`
+        :class:`qiskit_algorithms.EstimationProblem`
 
         Returns:
-            The :class:`qiskit.algorithms.EstimationProblem` created
+            The :class:`qiskit_algorithms.EstimationProblem` created
             from the European call delta problem instance.
         """
         problem = EstimationProblem(
@@ -75,7 +75,7 @@ def to_estimation_problem(self) -> EstimationProblem:
 
     def interpret(self, result: AmplitudeEstimatorResult) -> float:
         """Convert the calculation result of the problem
-        (:class:`qiskit.algorithms.AmplitudeEstimatorResult`)
+        (:class:`qiskit_algorithms.AmplitudeEstimatorResult`)
         to the answer of the problem.
 
         Args:

diff --git a/qiskit_finance/applications/estimation/european_call_pricing.py b/qiskit_finance/applications/estimation/european_call_pricing.py
@@ -14,7 +14,7 @@
 from typing import Tuple
 
 from qiskit.circuit import QuantumCircuit
-from qiskit.algorithms.amplitude_estimators import (
+from qiskit_algorithms import (
     EstimationProblem,
     AmplitudeEstimatorResult,
 )
@@ -65,10 +65,10 @@ def __init__(
 
     def to_estimation_problem(self) -> EstimationProblem:
         """Convert a problem instance into a
-        :class:`qiskit.algorithms.EstimationProblem`
+        :class:`qiskit_algorithms.EstimationProblem`
 
         Returns:
-            The :class:`qiskit.algorithms.EstimationProblem` created
+            The :class:`qiskit_algorithms.EstimationProblem` created
             from the European call pricing problem instance.
         """
         problem = EstimationProblem(
@@ -80,7 +80,7 @@ def to_estimation_problem(self) -> EstimationProblem:
 
     def interpret(self, result: AmplitudeEstimatorResult) -> float:
         """Convert the calculation result of the problem
-        (:class:`qiskit.algorithms.AmplitudeEstimatorResult`)
+        (:class:`qiskit_algorithms.AmplitudeEstimatorResult`)
         to the answer of the problem.
 
         Args:

diff --git a/qiskit_finance/applications/estimation/fixed_income_pricing.py b/qiskit_finance/applications/estimation/fixed_income_pricing.py
@@ -16,7 +16,7 @@
 import numpy as np
 
 from qiskit.circuit import QuantumCircuit
-from qiskit.algorithms.amplitude_estimators import (
+from qiskit_algorithms import (
     EstimationProblem,
     AmplitudeEstimatorResult,
 )
@@ -83,10 +83,10 @@ def __init__(
 
     def to_estimation_problem(self) -> EstimationProblem:
         """Convert a problem instance into a
-        :class:`qiskit.algorithms.EstimationProblem`
+        :class:`qiskit_algorithms.EstimationProblem`
 
         Returns:
-            The :class:`qiskit.algorithms.EstimationProblem` created
+            The :class:`qiskit_algorithms.EstimationProblem` created
             from the Fixed problem instance.
         """
         problem = EstimationProblem(
@@ -98,7 +98,7 @@ def to_estimation_problem(self) -> EstimationProblem:
 
     def interpret(self, result: AmplitudeEstimatorResult) -> float:
         """Convert the calculation result of the problem
-        (:class:`qiskit.algorithms.AmplitudeEstimatorResult`)
+        (:class:`qiskit_algorithms.AmplitudeEstimatorResult`)
         to the answer of the problem.
 
         Args:

diff --git a/qiskit_finance/data_providers/_base_data_provider.py b/qiskit_finance/data_providers/_base_data_provider.py
@@ -20,7 +20,7 @@
 import numpy as np
 import fastdtw
 
-from qiskit.utils import algorithm_globals
+from qiskit_algorithms.utils import algorithm_globals
 from ..exceptions import QiskitFinanceError
 
 logger = logging.getLogger(__name__)
@@ -35,7 +35,7 @@ class StockMarket(Enum):
 
 
 class BaseDataProvider(ABC):
-    """The abstract base class for data_provider modules within Qiskit's finance module.
+    """The abstract base class for data_provider modules within Qiskit Finance module.
 
     To create add-on data_provider module subclass the BaseDataProvider class in this module.
     Doing so requires that the required driver interface is implemented.

diff --git a/qiskit_finance/exceptions.py b/qiskit_finance/exceptions.py
@@ -16,6 +16,6 @@
 
 
 class QiskitFinanceError(QiskitError):
-    """Class for errors returned by Qiskit's finance module."""
+    """Class for errors returned by Qiskit Finance module."""
 
     pass
diff --git a/requirements.txt b/requirements.txt
@@ -1,5 +1,6 @@
 qiskit>=0.44
-qiskit-optimization>=0.2.0
+qiskit-algorithms>=0.2.0
+qiskit-optimization>=0.6.0
 scipy>=1.4
 numpy>=1.17
 psutil>=5

diff --git a/test/applications/test_european_call_delta.py b/test/applications/test_european_call_delta.py
@@ -15,7 +15,6 @@
 import unittest
 from test import QiskitFinanceTestCase
 
-from qiskit.utils import algorithm_globals
 from qiskit.circuit.library import IntegerComparator
 from qiskit.quantum_info import Operator
 from qiskit_finance.applications.estimation import EuropeanCallDelta
@@ -25,11 +24,6 @@
 class TestEuropeanCallDelta(QiskitFinanceTestCase):
     """Tests the EuropeanCallDelta application"""
 
-    def setUp(self):
-        super().setUp()
-        self.seed = 457
-        algorithm_globals.random_seed = self.seed
-
     def test_to_estimation_problem(self):
         """Test the expected circuit."""
         num_qubits = 3

diff --git a/test/applications/test_european_call_pricing.py b/test/applications/test_european_call_pricing.py
@@ -17,19 +17,13 @@
 
 from qiskit.circuit.library import LinearAmplitudeFunction
 from qiskit.quantum_info import Operator
-from qiskit.utils import algorithm_globals
 from qiskit_finance.applications.estimation import EuropeanCallPricing
 from qiskit_finance.circuit.library.probability_distributions import UniformDistribution
 
 
 class TestEuropeanCallPricing(QiskitFinanceTestCase):
     """Tests the EuropeanCallPricing application"""
 
-    def setUp(self):
-        super().setUp()
-        self.seed = 457
-        algorithm_globals.random_seed = self.seed
-
     def test_to_estimation_problem(self):
         """Test the expected circuit."""
         num_qubits = 3

diff --git a/test/applications/test_fixed_income_pricing.py b/test/applications/test_fixed_income_pricing.py
@@ -19,7 +19,6 @@
 
 from qiskit import QuantumCircuit
 from qiskit.quantum_info import Operator
-from qiskit.utils import algorithm_globals
 from qiskit_finance.applications.estimation import FixedIncomePricing
 from qiskit_finance.circuit.library.probability_distributions import UniformDistribution
 from qiskit_finance.circuit.library.payoff_functions import FixedIncomePricingObjective
@@ -28,11 +27,6 @@
 class TestFixedIncomePricing(QiskitFinanceTestCase):
     """Tests the FixedIncomePricing application"""
 
-    def setUp(self):
-        super().setUp()
-        self.seed = 457
-        algorithm_globals.random_seed = self.seed
-
     def test_to_estimation_problem(self):
         """Test the expected circuit."""
         num_qubits = [2, 2]

diff --git a/test/applications/test_portfolio_diversification.py b/test/applications/test_portfolio_diversification.py
@@ -17,7 +17,6 @@
 from test import QiskitFinanceTestCase
 
 import numpy as np
-from qiskit.utils import algorithm_globals
 from qiskit_optimization.problems import QuadraticProgram, VarType
 from qiskit_finance.applications.optimization import PortfolioDiversification
 
@@ -30,7 +29,6 @@ class TestPortfolioDiversification(QiskitFinanceTestCase):
     def setUp(self):
         """Set up for the tests"""
         super().setUp()
-        algorithm_globals.random_seed = 100
         self.n = 2
         self.q = 1
         self.similarity_matrix = np.ones((self.n, self.n))

diff --git a/test/applications/test_portfolio_optimization.py b/test/applications/test_portfolio_optimization.py
@@ -18,7 +18,6 @@
 from ddt import ddt, data, unpack
 import numpy as np
 
-from qiskit.utils import algorithm_globals
 from qiskit_optimization.problems import QuadraticProgram
 from qiskit_finance.applications.optimization import PortfolioOptimization
 from qiskit_finance.exceptions import QiskitFinanceError
@@ -33,7 +32,6 @@ class TestPortfolioDiversification(QiskitFinanceTestCase):
     def setUp(self):
         """Set up for the tests"""
         super().setUp()
-        algorithm_globals.random_seed = 100
         self.num_assets = 4
         self.expected_returns = [0.01528439, -0.00078095, 0.00051792, 0.00087001]
         self.covariances = [

diff --git a/test/circuit/test_european_call_delta_objective.py b/test/circuit/test_european_call_delta_objective.py
@@ -18,10 +18,9 @@
 import numpy as np
 from qiskit.circuit.library import IntegerComparator
 from qiskit.quantum_info import Operator
-from qiskit.utils import QuantumInstance, optionals
-from qiskit.algorithms import IterativeAmplitudeEstimation, EstimationProblem
+from qiskit.primitives import Sampler
+from qiskit_algorithms import IterativeAmplitudeEstimation, EstimationProblem
 from qiskit_finance.circuit.library import LogNormalDistribution
-
 from qiskit_finance.circuit.library.payoff_functions import EuropeanCallDeltaObjective
 
 
@@ -46,7 +45,6 @@ def test_circuit(self):
 
         self.assertTrue(Operator(ecd).equiv(comparator))
 
-    @unittest.skipUnless(optionals.HAS_AER, "qiskit-aer is required to run this test")
     def test_application(self):
         """Test an end-to-end application."""
 
@@ -93,17 +91,10 @@ def test_application(self):
             post_processing=european_call_delta.post_processing,
         )
 
-        # run amplitude estimation
-        from qiskit_aer import Aer
-
-        q_i = QuantumInstance(
-            Aer.get_backend("aer_simulator"),
-            seed_simulator=125,
-            seed_transpiler=80,
-        )
-        iae = IterativeAmplitudeEstimation(epsilon_target=0.01, alpha=0.05, quantum_instance=q_i)
+        sampler = Sampler(options={"shots": 1024, "seed": 12})
+        iae = IterativeAmplitudeEstimation(epsilon_target=0.01, alpha=0.05, sampler=sampler)
         result = iae.estimate(problem)
-        self.assertAlmostEqual(result.estimation_processed, 0.8088790606143996)
+        self.assertAlmostEqual(result.estimation_processed, 0.8088153392162598)
 
 
 if __name__ == "__main__":