Pythonで資産管理を自動計算！理想的なポートフォリオの効率的なリバランス法

import pandas as pd

# 現在の保有額 (円)
current_holdings = {
    "NISA": {
        "国内株式": 290240,
        "先進国株式": 225621,
        "新興国株式": 201107,
        "国内債券": 301509,
        "先進国債券": 371693,
        "新興国債券": 307843,
        "国内REIT": 357113,
        "先進国REIT": 330850,
        "新興国REIT": 357639
    },
    "iDeCo": {
        "国内株式": 153814,
        "先進国株式": 117181,
        "新興国株式": 114800,
        "国内債券": 116184,
        "先進国債券": 126093,
        "新興国債券": 116184,
        "国内REIT": 135680,
        "先進国REIT": 116888,
        "新興国REIT": 125298
    },
    "企業型DC": {
        "国内株式": 240362,
        "先進国株式": 204439,
        "新興国株式": 202062,
    },
    "その他": {
        "BTC": 360323,
        "Gold": 310624,
    }
}

# 理想割合 (%)
ideal_ratios = {
    "国内株式": 15,
    "先進国株式": 30,
    "新興国株式": 10,
    "国内債券": 10,
    "先進国債券": 5,
    "新興国債券": 5,
    "国内REIT": 5,
    "先進国REIT": 5,
    "新興国REIT": 5,
    "BTC": 5,
    "Gold": 5
}

# 現在の総保有額を計算
def calculate_totals(holdings):
    total_assets = {}
    for category, assets in holdings.items():
        for asset, value in assets.items():
            total_assets[asset] = total_assets.get(asset, 0) + value
    return total_assets

total_holdings = calculate_totals(current_holdings)
total_value = sum(total_holdings.values())

# 理想的な保有額を計算
ideal_values = {asset: total_value * ratio / 100 for asset, ratio in ideal_ratios.items()}

# 必要な調整額を計算
adjustments = {asset: ideal_values[asset] - total_holdings.get(asset, 0) for asset in ideal_ratios.keys()}

# 売却額と購入額を分ける
sell_amounts = {asset: -adjustment if adjustment < 0 else 0 for asset, adjustment in adjustments.items()}
buy_amounts = {asset: adjustment if adjustment > 0 else 0 for asset, adjustment in adjustments.items()}

# 調整後割合を計算
adjusted_totals = {asset: total_holdings.get(asset, 0) + adjustments[asset] for asset in ideal_ratios.keys()}
adjusted_ratios = {asset: (adjusted_totals[asset] / total_value) * 100 for asset in ideal_ratios.keys()}

# 結果を出力
# 売却額を表示
print("売却額 (円):")
print("\n".join([f"{asset}: {int(value):,}" for asset, value in sell_amounts.items() if value > 0]))

# 購入額を表示
print("\n購入額 (円):")
print("\n".join([f"{asset}: {int(value):,}" for asset, value in buy_amounts.items() if value > 0]))

# 調整後割合を表示
print("\nTotalの調整後割合:")
for asset, ratio in adjusted_ratios.items():
    print(f"{asset}: {ratio:.1f}% ({int(adjusted_totals[asset]):,}円)")

import pandas as pd

# 現在の保有額 (円)
current_holdings = {
    "NISA": {
        "国内株式": 290240,
        "先進国株式": 225621,
        "新興国株式": 201107,
        "国内債券": 301509,
        "先進国債券": 371693,
        "新興国債券": 307843,
        "国内REIT": 357113,
        "先進国REIT": 330850,
        "新興国REIT": 357639
    },
    "iDeCo": {
        "国内株式": 153814,
        "先進国株式": 117181,
        "新興国株式": 114800,
        "国内債券": 116184,
        "先進国債券": 126093,
        "新興国債券": 116184,
        "国内REIT": 135680,
        "先進国REIT": 116888,
        "新興国REIT": 125298
    },
    "企業型DC": {
        "国内株式": 240362,
        "先進国株式": 204439,
        "新興国株式": 202062,
    },
    "その他": {
        "BTC": 360323,
        "Gold": 310624,
    }
}

# 理想割合 (%)
ideal_ratios = {
    "国内株式": 15,
    "先進国株式": 30,
    "新興国株式": 10,
    "国内債券": 10,
    "先進国債券": 5,
    "新興国債券": 5,
    "国内REIT": 5,
    "先進国REIT": 5,
    "新興国REIT": 5,
    "BTC": 5,
    "Gold": 5
}

# 計算精度を指定
tolerance = 5  # 誤差の許容範囲 (%)

precision = 2  # 小数点以下桁数
max_iterations = 1000  # 最大反復回数

# 各資産の総額を計算
current_totals = {}
for account, assets in current_holdings.items():
    for asset, value in assets.items():
        current_totals[asset] = current_totals.get(asset, 0) + value

# 総資産を計算
current_total_assets = sum(current_totals.values())

# 理想割合に基づく理想的な総額を計算
ideal_totals = {
    asset: (ratio / 100) * current_total_assets for asset, ratio in ideal_ratios.items()
}

# 初期化
additional_investments = {asset: 0 for asset in current_totals}
adjusted_total_assets = current_total_assets
iteration = 0

# 反復調整
while iteration < max_iterations:
    iteration += 1

    # 調整後の割合を計算
    adjusted_ratios = {
        asset: ((current_totals[asset] + additional_investments[asset]) / adjusted_total_assets) * 100
        for asset in current_totals
    }

    # 誤差を計算
    deviations = {
        asset: ideal_ratios[asset] - adjusted_ratios[asset]
        for asset in adjusted_ratios
    }

    # 誤差が許容範囲内なら終了
    if all(abs(dev) <= tolerance for dev in deviations.values()):
        break

    # 誤差に基づいて追加投資額を調整
    for asset, dev in deviations.items():
        if dev > 0:  # 割合が不足している場合
            additional_investments[asset] += round(dev / 100 * adjusted_total_assets)

    # 調整後の総資産を更新
    adjusted_total_assets = current_total_assets + sum(additional_investments.values())

# 総追加投資額を計算
total_additional_investment = sum(additional_investments.values())

# 出力
print("\n調整後の追加投資額:")
df = pd.DataFrame({"追加投資額 (円)": additional_investments})
df["追加投資額 (円)"] = df["追加投資額 (円)"].map(lambda x: f"{x:,.0f}")
print(df)
print(f"\nTotal追加投資額: {total_additional_investment:,.0f}円")

print("\nTotalの調整後割合:")
for asset, ratio in adjusted_ratios.items():
    total_value = current_totals[asset] + additional_investments[asset]
    print(f"{asset}: {round(ratio, precision):.{precision}f}% ({total_value:,.0f}円)")

import pandas as pd

# 現在の保有額 (円)
current_holdings = {
    "NISA": {
        "国内株式": 290240,
        "先進国株式": 225621,
        "新興国株式": 201107,
        "国内債券": 301509,
        "先進国債券": 371693,
        "新興国債券": 307843,
        "国内REIT": 357113,
        "先進国REIT": 330850,
        "新興国REIT": 357639
    },
    "iDeCo": {
        "国内株式": 153814,
        "先進国株式": 117181,
        "新興国株式": 114800,
        "国内債券": 116184,
        "先進国債券": 126093,
        "新興国債券": 116184,
        "国内REIT": 135680,
        "先進国REIT": 116888,
        "新興国REIT": 125298
    },
    "企業型DC": {
        "国内株式": 240362,
        "先進国株式": 204439,
        "新興国株式": 202062,
    },
    "その他": {
        "BTC": 360323,
        "Gold": 310624,
    }
}

# 理想割合 (%)
ideal_ratios = {
    "total": {
        "国内株式": 9.1,
        "先進国株式": 9.1,
        "新興国株式": 9.1,
        "国内債券": 9.1,
        "先進国債券": 9.1,
        "新興国債券": 9.1,
        "国内REIT": 9.1,
        "先進国REIT": 9.1,
        "新興国REIT": 9.1,
        "BTC": 9.1,
        "Gold": 9.1,
    },
    "NISA": {
        "国内株式": 11.1,
        "先進国株式": 11.1,
        "新興国株式": 11.1,
        "国内債券": 11.1,
        "先進国債券": 11.1,
        "新興国債券": 11.1,
        "国内REIT": 11.1,
        "先進国REIT": 11.1,
        "新興国REIT": 11.1,
    },
    "iDeCo": {
        "国内株式": 11.1,
        "先進国株式": 11.1,
        "新興国株式": 11.1,
        "国内債券": 11.1,
        "先進国債券": 11.1,
        "新興国債券": 11.1,
        "国内REIT": 11.1,
        "先進国REIT": 11.1,
        "新興国REIT": 11.1
    },
    "企業型DC": {
        "国内株式": 33.3,
        "先進国株式": 33.3,
        "新興国株式": 33.3,
    },
    "その他": {
        "BTC": 50,
        "Gold": 50,
    }
}

# 追加投資額 (円)
additional_investment = {"NISA": 50000, "iDeCo": 20000, "企業型DC": 5000, "その他": 20000}

# 各口座の調整後の投資割合を計算する関数
def adjust_investment_plan(current, ideal_ratios, additional_investment):
    total_current = sum(current.values())
    total_after_investment = total_current + additional_investment

    # 理想額の計算
    ideal_amounts = {
        key: total_after_investment * (ratio / 100) for key, ratio in ideal_ratios.items()
    }

    # 初期投資計画
    investment_plan = {
        key: max(0, ideal_amounts[key] - current[key]) for key in current
    }

    total_investment = sum(investment_plan.values())
    if total_investment == 0:
        return {key: 0 for key in investment_plan}

    scaling_factor = additional_investment / total_investment
    adjusted_plan = {key: int(value * scaling_factor) for key, value in investment_plan.items()}

    # 合計が追加投資額に一致しない場合の調整
    adjusted_total = sum(adjusted_plan.values())
    difference = additional_investment - adjusted_total

    # 差分を分配（理想割合の高い順）
    sorted_keys = sorted(ideal_ratios.keys(), key=lambda k: ideal_ratios[k], reverse=True)
    for key in sorted_keys:
        if difference == 0:
            break
        adjusted_plan[key] += 1
        difference -= 1

    return adjusted_plan

# Totalの調整後割合を計算
def calculate_total_ratios(current_holdings, ideal_ratios, additional_investment):
    total_current = {key: 0 for key in ideal_ratios["total"]}
    total_adjusted_investment = {key: 0 for key in ideal_ratios["total"]}

    # 各口座の現在の保有額を合算
    for account in current_holdings:
        for key, value in current_holdings[account].items():
            total_current[key] += value

    # 各口座の追加投資額を反映
    for account, investment in additional_investment.items():
        adjusted_plan = adjust_investment_plan(
            current_holdings[account], ideal_ratios[account], investment
        )
        for key, value in adjusted_plan.items():
            total_current[key] += value
            total_adjusted_investment[key] += value

    # 総額計算
    total_sum = sum(total_current.values())
    total_ratios = {key: (value / total_sum) * 100 for key, value in total_current.items()}

    return total_ratios, total_adjusted_investment, total_sum

# 口座ごとの調整後投資額を計算
def calculate_investment_details():
    results = {}
    for account, investment in additional_investment.items():
        adjusted_plan = adjust_investment_plan(
            current_holdings[account], ideal_ratios[account], investment
        )
        total_adjusted_investment = sum(adjusted_plan.values())
        total_additional_ratio = {key: (value / total_adjusted_investment) * 100 if total_adjusted_investment > 0 else 0 for key, value in adjusted_plan.items()}
        details = pd.DataFrame({
            "現在の保有額 (円)": current_holdings[account],
            "理想額 (円)": {
                key: sum(current_holdings[account].values()) * (ideal_ratios[account][key] / 100)
                for key in current_holdings[account]
            },
            "調整後の追加投資額 (円)": adjusted_plan,
            "調整後の追加投資額の割合 (%)": total_additional_ratio
        })
        details = details.round(0).astype(int)
        results[account] = (details, total_adjusted_investment)
    return results

# 計算結果を出力
total_ratios, total_adjusted_investment, total_sum = calculate_total_ratios(current_holdings, ideal_ratios, additional_investment)
investment_details = calculate_investment_details()

for account, (details, total_investment) in investment_details.items():
    print(f"\n{account}の調整後の追加投資額:")
    print(details)
    print(f"\n{account}の追加投資額の合計: {total_investment} 円")

print("\nTotalの調整後割合:")
for key, value in total_ratios.items():
    print(f"{key}: {value:.2f}%")