"""
Quantfolio - Hybrid Quantum-Classical Portfolio Optimization

Example:
    >>> import quantfolio as qf
    >>> optimizer = qf.HybridOptimizer(['AAPL', 'MSFT', 'GOOGL'])
    >>> result = optimizer.optimize(risk_aversion=0.5)
"""

from .__version__ import __version__

# Core API
from .core.optimizer import HybridOptimizer

# Classical baselines
from .baselines.classical import (
    MarkowitzOptimizer,
    EqualWeightOptimizer,
    MinVarianceOptimizer,
    MaxSharpeOptimizer
)

# Quantum optimizer
from .models.quantum import PortfolioQAOA as QAOAOptimizer

# Data utilities
from .data.loader import FinancialDataLoader as DataLoader

__all__ = [
    # Version
    '__version__',
    
    # Core
    'HybridOptimizer',
    
    # Optimizers
    'QAOAOptimizer',
    'MarkowitzOptimizer',
    'EqualWeightOptimizer',
    'MinVarianceOptimizer',
    'MaxSharpeOptimizer',
    
    # Data
    'DataLoader',
]
