Concatenate pandas DataFrames generated with a loop

Exhausting a generator is more elegant (if not more efficient) than appending to a list. For example:

def yielder(df, list_day):
    for i, day in enumerate(list_day):
        yield df[df['day'] == day]

final_data_day = pd.concat(list(yielder(df, list_day))

Pandas concat takes a list of dataframes. If you can generate a list of dataframes with your looping function, once you are finished you can concatenate the list together:

data_day_list = []
for i, day in enumerate(list_day):
    data_day = df[df.day==day]
    data_day_list.append(data_day)
final_data_day = pd.concat(data_day_list)