问动态数据帧名称创建

EN

for lambda_ in range(0,len(tuned_parameter)-1):
    print ('....................................',lambda_)
    i=0
    for train_index, test_index in kf.split(X):

        print("Train:", train_index, "Validation:",test_index)
        X_train, X_test = X.iloc[train_index], X.iloc[test_index]
        print ('X train ............',X_train.shape)
        print ('X_test...............',X_test.shape)
        mean_returns_Train = X_train.mean()
        cov_matrix_Train=X_train.cov()
        mean_returns_Test = X_test.mean()
        cov_matrix_Test = X_test.cov()      
        max_s, min_s = display_simulated_ef_with_random(mean_returns_Train, cov_matrix_Train, num_portfolios, risk_free_rate,returns, tuned_parameter[lambda_])
        #print (max_s.T)
        appended_data.append(max_s.T)


    appended_data = pd.concat(appended_data, axis=1)   
    print (appended_data.mean(axis=1))
    i=i+1