В одну сторону, используя pandas.DataFrame.prod
:
df["Avg Price"] = df[["Weights", "Price"]].prod(1)
df["Avg Price"] = df.groupby(["Date", "Issuer"])["Avg Price"].transform("sum")
print(df)
Вывод:
Date Issuer Weights Price Avg Price
0 2019-11-12 A 0.4 100 120.0
1 2019-15-12 B 0.5 100 100.0
2 2019-11-12 A 0.2 200 120.0
3 2019-15-12 B 0.3 100 100.0
4 2019-11-12 A 0.4 100 120.0
5 2019-15-12 B 0.2 100 100.0