如何在python中访问函数外部的变量 投资组合 = 投资组合 + new_picks

如何解决如何在python中访问函数外部的变量 投资组合 = 投资组合 + new_picks

下面的函数创建了一个包含每月回报的数据框，并根据某些参数修改了投资组合。例如函数从 500 只股票列表中创建一个由 50 只表现最佳的股票组成的投资组合，并返回投资组合的月利润。

如何在函数外访问投资组合[list]。

投资组合 = 投资组合 + new_picks

def pflio(DF,m,x):
  # Returns cumulative portfolio return
  # DF = dataframe with monthly return info for all stocks
  # m = number of stock in the portfolio
  # x = number of underperforming stocks to be removed from portfolio monthly
            
  df = DF.copy()
  portfolio = []
  monthly_ret = [0]
  for i in range(1,len(df)):
     if len(portfolio) > 0:
          monthly_ret.append(df[portfolio].iloc[i,:].mean())
          bad_stocks = df[portfolio].iloc[i,:].sort_values(ascending=True) 
          [:x].index.values.tolist()
          portfolio = [t for t in portfolio if t not in bad_stocks]
      fill = m - len(portfolio)
      new_picks = df.iloc[i,:].sort_values(ascending=False
      [:fill].index.values.tolist()
      portfolio = portfolio + new_picks
      print(portfolio)  
   monthly_ret_df = pd.DataFrame(np.array(monthly_ret),columns=["mon_ret"])
   return monthly_ret_df

解决方法

您可以将函数的最后两行替换为 return portfolio

def pflio(DF,m,x):
    # Returns cumulative portfolio return
    # DF = dataframe with monthly return info for all stocks
    # m = number of stock in the portfolio
    # x = number of underperforming stocks to be removed from portfolio monthly
    
    df = DF.copy()
    portfolio = []
    monthly_ret = [0]
    for i in range(1,len(df)):
        if len(portfolio) > 0:
            monthly_ret.append(df[portfolio].iloc[i,:].mean())
            bad_stocks = df[portfolio].iloc[i,:].sort_values(ascending=True) 
            [:x].index.values.tolist()
            portfolio = [t for t in portfolio if t not in bad_stocks]
        fill = m - len(portfolio)
        new_picks = df.iloc[i,:].sort_values(ascending=False)[:fill].index.values.tolist()
        portfolio = portfolio + new_picks
        print(portfolio)  
    return portfolio