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Help please! Hedging Portfolio Scenario Analysis of oil price predicted with Monte Carlo

Hi Guys! I need some help here please...
I have simulated the future price of crude oil over a 1 year period, and am now looking to find the optimal hedging portfolio (using Call Options, futures and swaps) using scenario analysis. Any idea on how to break down the problem with Python? I have attached my initial code with the price simulation as reference. Thank you!