To create an empty Python Pandas DataFrame, then filling it, we can create a new data frame with the new items in it.
For instance, we write
data = []
for a, b, c in some_function_that_yields_data():
data.append([a, b, c])
df = pd.DataFrame(data, columns=['A', 'B', 'C'])
to put all the data in the data list.
Then we use the DataFrame class to create the df data frame from the data and set the columns argument to a list of columns.