title: How to get data from pickle files into a pandas dataframe
body: <p>I'm working on a social media sentiment analysis for a class.  I have gotten all of the tweets about the Kentucky Derby for a 2 month period saved into pkl files.</p>
  
  <p>My question is: how do I get all of these pickle dump files loaded into a dataframe?</p>
  
  <p>Here is my code:</p>
  
  <pre><code>import sklearn as sk
  import pandas as pd
  import  got3
  
  def daterange(start_date, end_date):
  for n in range(int ((end_date - start_date).days)):
      yield start_date + timedelta(n)
  
  start_date = date(2016, 3, 31)
  end_date = date(2016, 6, 1)
  
  dates = []
  
  for single_date in daterange(start_date, end_date):
      dates.append(single_date.strftime("%Y-%m-%d"))
  
  for i in range(len(dates)-1): 
      this_date = dates[i]
      tomorrow_date = dates[i+1]
      print("Getting tweets for " + tomorrow_date)
      tweetCriteria = got3.manager.TweetCriteria()
      tweetCriteria.setQuerySearch("Kentucky Derby")
      tweetCriteria.setQuerySearch("KYDerby")
      tweetCriteria.setSince(this_date)
      tweetCriteria.setUntil(tomorrow_date)
      Kentucky_Derby_tweets = got3.manager.TweetManager.getTweets(tweetCriteria)
      pkl.dump(Kentucky_Derby_tweets, open(tomorrow_date + ".pkl", "wb"))
  </code></pre>