set_correlation_matrix_identity,py

import pandas as pd
import numpy as np
from sklearn.datasets import load_wine

# Load example wine dataset from sklearn
data = load_wine()

# Create a basic DataFrame
df = pd.DataFrame(data['data'], columns = data['feature_names'])

# Create a Pearson matrix
df_corr = df.corr()

# Set the diagonal elements (identity) to 0
df_corr.values[tuple([np.arange(df_corr.shape[0])]) * 2] = 1

## BTW it's also possible to this with a numpy built-in like so
# np.fill_diagonal(df_corr.values, 0)