How can I change the volume of an individual note and overlap three notes in python?

I need to create a shepard tones in python, and each tone has three notes in which one has a high volume, the second medium and the third low. How can I individually modify the volumes of these notes, and how can I play all three notes at the same time?

I tried a winsound.Beep() function from the winsound library, but it has only 2 parameters: winsound.Beep(frequency,duration). Also, I can't think of any way to overlap three notes.

I guess the library you are using does not allow to multiple notes simultaneously. If you do not need to stick to windsound I would suggest that you use another library which providel support for polyphonic synths. Something like PySynth could do the trick, but there are also dozens of audio generating libraries, so have a look:)