# -*- coding: utf-8 -*-

# This code is part of Qiskit.
#
# (C) Copyright IBM 2019, 2020
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.

""" portfolio diversification """

import numpy as np
from qiskit.quantum_info import Pauli

from qiskit.aqua.operators import WeightedPauliOperator, StateFn


def get_operator(rho, n, q):
    """Converts an instance of portfolio optimization into a list of Paulis.

    Args:
        rho (numpy.ndarray) : an asset-to-asset similarity matrix, such as the covariance matrix.
        n (integer) : the number of assets.
        q (integer) : the number of clusters of assets to output.

    Returns:
        WeightedPauliOperator: operator for the Hamiltonian
    """
    # pylint: disable=invalid-name
    # N = (n + 1) * n  # number of qubits
    N = n**2 + n

    A = np.max(np.abs(rho)) * 1000  # A parameter of cost function

    # Determine the weights w
    instance_vec = rho.reshape(n ** 2)

    # quadratic term Q
    q0 = np.zeros([N, 1])
    Q1 = np.zeros([N, N])
    Q2 = np.zeros([N, N])
    Q3 = np.zeros([N, N])

    for x in range(n ** 2, n ** 2 + n):
        q0[x] = 1

    Q0 = A * np.dot(q0, q0.T)
    for ii in range(0, n):
        v0 = np.zeros([N, 1])
        for jj in range(n * ii, n * (ii + 1)):
            v0[jj] = 1
        Q1 = Q1 + np.dot(v0, v0.T)
    Q1 = A * Q1

    for jj in range(0, n):
        v0 = np.zeros([N, 1])
        v0[n * jj + jj] = 1
        v0[n ** 2 + jj] = -1
        Q2 = Q2 + np.dot(v0, v0.T)
    Q2 = A * Q2

    for ii in range(0, n):
        for jj in range(0, n):
            Q3[ii * n + jj, n ** 2 + jj] = -0.5
            Q3[n ** 2 + jj, ii * n + jj] = -0.5

    Q3 = A * Q3

    Q = Q0 + Q1 + Q2 + Q3

    # linear term c:
    c0 = np.zeros(N)
    c1 = np.zeros(N)
    c2 = np.zeros(N)
    c3 = np.zeros(N)

    for x in range(n ** 2):
        c0[x] = instance_vec[x]
    for x in range(n ** 2, n ** 2 + n):
        c1[x] = -2 * A * q
    for x in range(n ** 2):
        c2[x] = -2 * A
    for x in range(n ** 2):
        c3[x] = A

    g = c0 + c1 + c2 + c3

    # constant term r
    c = A * (q ** 2 + n)

    # Defining the new matrices in the Z-basis

    Iv = np.ones(N)
    Qz = (Q / 4)
    gz = (-g / 2 - np.dot(Iv, Q / 4) - np.dot(Q / 4, Iv))
    cz = (c + np.dot(g / 2, Iv) + np.dot(Iv, np.dot(Q / 4, Iv)))

    cz = cz + np.trace(Qz)
    Qz = Qz - np.diag(np.diag(Qz))

    # Getting the Hamiltonian in the form of a list of Pauli terms

    pauli_list = []
    for i in range(N):
        if gz[i] != 0:
            wp = np.zeros(N)
            vp = np.zeros(N)
            vp[i] = 1
            pauli_list.append((gz[i], Pauli(vp, wp)))
    for i in range(N):
        for j in range(i):
            if Qz[i, j] != 0:
                wp = np.zeros(N)
                vp = np.zeros(N)
                vp[i] = 1
                vp[j] = 1
                pauli_list.append((2 * Qz[i, j], Pauli(vp, wp)))

    pauli_list.append((cz, Pauli(np.zeros(N), np.zeros(N))))
    return WeightedPauliOperator(paulis=pauli_list)


def get_portfoliodiversification_solution(rho, n, q, result):  # pylint: disable=invalid-name
    """
    Tries to obtain a feasible solution (in vector form) of an instance of
    portfolio diversification from the results dictionary.

    Args:
        rho (numpy.ndarray) : an asset-to-asset similarity matrix, such as the covariance matrix.
        n (integer) : the number of assets.
        q (integer) : the number of clusters of assets to output.
        result (dictionary) : a dictionary obtained by QAOA.run or VQE.run containing key 'eigvecs'.

    Returns:
        numpy.ndarray: a vector describing the solution.
    """
    # pylint: disable=invalid-name
    del rho, q  # unused
    v = result['eigvecs'][0]
    if isinstance(v, StateFn):
        v = v.to_matrix()
    # N = (n + 1) * n  # number of qubits
    N = n ** 2 + n

    index_value = [x for x in range(len(v)) if v[x] == max(v)][0]
    string_value = "{0:b}".format(index_value)

    while len(string_value) < N:
        string_value = '0' + string_value

    x_state = list()
    for elements in string_value:
        if elements == '0':
            x_state.append(0)
        else:
            x_state.append(1)

    x_state = np.flip(x_state, axis=0)

    return x_state


def get_portfoliodiversification_value(rho, n, q, x_state):   # pylint: disable=invalid-name
    """
    Evaluates an objective function of an instance of portfolio diversification and
    its solution (in vector form).

    Args:
        rho (numpy.ndarray) : an asset-to-asset similarity matrix, such as the covariance matrix.
        n (integer) : the number of assets.
        q (integer) : the number of clusters of assets to output.
        x_state (numpy.ndarray) : a vector describing the solution.

    Returns:
        float: cost of the solution.
    """
    # pylint: disable=invalid-name
    # N = (n + 1) * n  # number of qubits
    N = n ** 2 + n

    A = np.max(np.abs(rho)) * 1000  # A parameter of cost function

    # Determine the weights w
    instance_vec = rho.reshape(n ** 2)

    # quadratic term Q
    q0 = np.zeros([N, 1])
    Q1 = np.zeros([N, N])
    Q2 = np.zeros([N, N])
    Q3 = np.zeros([N, N])

    for x in range(n ** 2, n ** 2 + n):
        q0[x] = 1

    Q0 = A * np.dot(q0, q0.T)
    for ii in range(0, n):
        v0 = np.zeros([N, 1])
        for jj in range(n * ii, n * (ii + 1)):
            v0[jj] = 1
        Q1 = Q1 + np.dot(v0, v0.T)
    Q1 = A * Q1

    for jj in range(0, n):
        v0 = np.zeros([N, 1])
        v0[n * jj + jj] = 1
        v0[n ** 2 + jj] = -1
        Q2 = Q2 + np.dot(v0, v0.T)
    Q2 = A * Q2

    for ii in range(0, n):
        for jj in range(0, n):
            Q3[ii * n + jj, n ** 2 + jj] = -0.5
            Q3[n ** 2 + jj, ii * n + jj] = -0.5

    Q3 = A * Q3

    Q = Q0 + Q1 + Q2 + Q3

    # linear term c:
    c0 = np.zeros(N)
    c1 = np.zeros(N)
    c2 = np.zeros(N)
    c3 = np.zeros(N)

    for x in range(n ** 2):
        c0[x] = instance_vec[x]
    for x in range(n ** 2, n ** 2 + n):
        c1[x] = -2 * A * q
    for x in range(n ** 2):
        c2[x] = -2 * A
    for x in range(n ** 2):
        c3[x] = A

    g = c0 + c1 + c2 + c3

    # constant term r
    c = A * (q ** 2 + n)

    # Evaluates the cost distance from a binary representation
    def fun(x):
        return np.dot(np.around(x), np.dot(Q, np.around(x))) + np.dot(g, np.around(x)) + c

    return fun(x_state)
