my_savez.py

# from https://stackoverflow.com/questions/22712292/how-to-use-numpy-savez-in-a-loop-for-save-more-than-one-array/22716159#22716159

import numpy as np
import tempfile

class my_savez(object):
    def __init__(self, file, compression=None, compresslevel=None):
        # Import is postponed to here since zipfile depends on gzip, an optional
        # component of the so-called standard library.
        import zipfile
        # Import deferred for startup time improvement
        import tempfile
        import os

        if isinstance(file, str):
            if not file.endswith('.npz'):
                file = file + '.npz'

        compression =  {
            None: zipfile.ZIP_STORED,
            'deflate': zipfile.ZIP_DEFLATED,
            'bz2': zipfile.ZIP_BZIP2,
            'lzma': zipfile.ZIP_BZIP2,
        }[compression]

        zip = self.zipfile_factory(file, mode="w", compression=compression, compresslevel=compresslevel)

        # Stage arrays in a temporary file on disk, before writing to zip.
        fd, tmpfile = tempfile.mkstemp(suffix='-numpy.npy')
        os.close(fd)

        self.tmpfile = tmpfile
        self.zip = zip
        self.i = 0

    def zipfile_factory(self, *args, **kwargs):
        import zipfile
        import sys
        if sys.version_info >= (2, 5):
            kwargs['allowZip64'] = True
        return zipfile.ZipFile(*args, **kwargs)

    def savez(self, *args, **kwds):
        import os
        import numpy.lib.format as format

        namedict = kwds
        for val in args:
            key = 'arr_%d' % self.i
            if key in namedict.keys():
                raise ValueError("Cannot use un-named variables and keyword %s" % key)
            namedict[key] = val
            self.i += 1

        try:
            for key, val in namedict.items():
                fname = key + '.npy'
                fid = open(self.tmpfile, 'wb')
                try:
                    format.write_array(fid, np.asanyarray(val))
                    fid.close()
                    fid = None
                    self.zip.write(self.tmpfile, arcname=fname)
                finally:
                    if fid:
                        fid.close()
        finally:
            os.remove(self.tmpfile)

    def close(self):
        self.zip.close()


tmp = tempfile.NamedTemporaryFile()
f = my_savez(tmp, compression='deflate', compresslevel=5)
for i in range(10):
    array = np.random.randint(0,int(1e9),int(1e6))
    f.savez(array)
f.close()