maximize_profit.py

import numpy as np
from scipy.optimize import linear_sum_assignment


def maximize_profit(buy_prices, sell_prices):
    diff = np.triu(m=(-buy_prices[:, None] + sell_prices[None, :]), k=0)
    diff[diff < 0] = 0
    with np.printoptions(precision=2, suppress=True, linewidth=256):
        print(diff)
    row_idx, col_idx = linear_sum_assignment(-diff)
    print(f"Rows: {row_idx}")
    print(f"Cols: {col_idx}")
    profits = diff[row_idx, col_idx]
    return profits.sum()

if __name__ == "__main__":
    import pandas as pd
    df = pd.read_excel(io="data.xlsx", header=0)
    b_prices = df["2024 FCR-N Down"].to_numpy()
    s_prices = df["2024 FCR-N Up"].to_numpy()

    print(f"Profit: {maximize_profit(b_prices, s_prices)}")