Python3如何在项目组合管理中合并Pandas Dataframe

如何解决Python3如何在项目组合管理中合并Pandas Dataframe

我想创建一个将资产A和资产B的权重的数据框架（concat ??）组合在一起的数据框架，并计算投资组合的收益和方差到与“权重数据框架”合并的新数据框架中。 >

到目前为止，我已经完成了以下部分：

输入

meanA = 0.013
meanB = 0.021
stdA = 0.11
stdB = 0.091
covar = 0.007

A_weights = -0.01
A_n = 1

B_weights = 1.01
B_n = 0

counter = 0.01

weighted_A = []
weighted_B = []

portfolio_returns = []
portfolio_variance = []

while A_weights < A_n:
    GS_weights += counter
    weighted_A.append(A_weights)
print('\n')

while B_weights > B_n:
    B_weights -= counter
    weighted_B.append(B_weights)

weighted_df = pd.DataFrame({'Weights_A':weighted_A,'Weights_B':weighted_B})
                 
print (weighted_df.head())
print('\n')

for numbers in weighted_df:
    portfolio_returns.append(weighted_A[0] * meanA + weighted_B[0] * meanB)
print('the portfolio returns are:')
print(portfolio_returns)

for numbers2 in weighted_df:
    portfolio_variance.append(weighted_A[0]**2 * stdA**2 + weighted_B[0]**2 * stdB**2 +(2*weighted_A[0]*weighted_B[0]*stdA*stdB*covar))

print('the portfolio variance are:')
print(portfolio_variance)

输出

     Weights_A  Weights_B 
0        0.00        1.00
1        0.01        0.99
2        0.02        0.98
3        0.03        0.97
4        0.04        0.96


the portfolio returns are:
[0.001933126999985676,0.001933126999985676]
the portfolio variance are:
[0.0003083897052577906,0.0003083897052577906]

我该如何编码以得到如下结果：

     Weights_A  Weights_B  Port. Return   Port. Variance
0        0.00        1.00    0.00193        0.000308
1        0.01        0.99     ...           ...
2        0.02        0.98     ...           ...
3        0.03        0.97     ...           ...
4        0.04        0.96