bashgah.com_competition_140201027_solution.py

# بیشترین بازده درصدی فصلی برای تابستان سال 1401 مربوط به کدام سبد دارایی زیر بوده است؟
# https://bashgah.com/Question/140201027/

from asyncio import run
from tsetmc.instruments import Instrument
from iranetf.sites import RayanHamafza
from iranetf import Session as IranETFSession
from tsetmc import Session
from jdatetime import date
import pandas as pd


options = [
    ((0.7, 'مثقال'), (0.3, 'آگاس')),
    ((0.7, 'آگاس'), (0.3, 'همای')),
    ((0.7, 'همای'), (0.3, 'آگاس')),
    ((0.7, 'مثقال'), (0.3, 'همای')),
]

start_date = pd.Timestamp(date(1401, 4, 1).togregorian())  # last work day
end_date = pd.Timestamp(date(1401, 6, 30).togregorian())

cache = {}
async def get_gain(l18):
    if c := cache.get(l18):
        return c
    async with Session():
        i = await Instrument.from_l18(l18)
        df = await i.price_history()
    s = df.pc[start_date]
    e = df.pc[end_date]

    if l18 == 'همای':
        async with IranETFSession():
            p = await RayanHamafza('https://www.homayeagah.ir/').fund_profit()
        p.set_index('ProfitDate', inplace=True)
        p = p[start_date:end_date]
        e += p.UnitProfit.sum()

    c = cache[l18] = e / s
    return c


async def main():
    for i, option in enumerate(options, 1):
        g = 0
        for (weight, symbol) in option:
            g += weight * await get_gain(symbol)
        print(f'option {i}: {(g - 1) * 100}')

run(main())

Output:

option 1: -8.522377423686155
option 2: -2.7904804492945523
option 3: 1.777357403712898
option 4: -5.096499033930568