title: How to save a list of dataframes while producing them iteratively?
body: <p>I have a lot of folders, from which I am generating different dataframes, according to some criteria. 
  As a result, the loop produces one dataframe each iteration. I want to save all of them in different .plk files. 
  I'm just using it:</p>
  
  <pre><code>df.to_pickle('df')
  </code></pre>
  
  <p>But it only saves the last one. I need something like:</p>
  
  <pre><code>df.to_pickle(df[i].plk')
  </code></pre>
  
  <p>Where <code>i</code> is for each iteration. </p>