Python : creating multiple lists

What you can do is use a dictionary:

>>> obj = {}
>>> for i in range(1, 21):
...     obj['l'+str(i)] = []
... 
>>> obj
{'l18': [], 'l19': [], 'l20': [], 'l14': [], 'l15': [], 'l16': [], 'l17': [], 'l10': [], 'l11': [], 'l12': [], 'l13': [], 'l6': [], 'l7': [], 'l4': [], 'l5': [], 'l2': [], 'l3': [], 'l1': [], 'l8': [], 'l9': []}
>>> 

You can also create a list of lists using list comprehension:

>>> obj = [[] for i in range(20)]
>>> obj
[[], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], [], []]
>>> 

You can use dictionary comprehension:

obj = {i:[] for i in list(range(1,5))}