This gist is to handle multiple files writes that will create new files on a daily basis.

daybasedmultifilehandler.py

#!/usr/bin/env python
import os
import time
import logging
logging.basicConfig(level=logging.DEBUG)
import random

class DayBasedMultiFileHandler():
    """ Create the new object. This class only supports `with DayBasedMultiFileHandler(...) as f:` creation.
    """
    def __init__(self, prepends, path='.', append='', mode='a', headers='', footers=''):
        """Create the object

        Arguments:
            prepends:   The list of prependable strings for each file.
            path:       The path to store all the files
            append:     The suffix to append at the end of the file (extensions).
            mode:       The file modes for each file.
            headers:    Additional content for each file every time a new file is created.
            footers:    Additional content for each file before the file is closed per day.
        """
        self._prepends = prepends
        self._path = path
        self._append = append
        self._mode = mode
        self._day = time.localtime().tm_mday
        self._headers = headers
        self._footers = footers

    def _create_file(self, prepend):
        """ Create the daily file with a prefix.
        """
        name = self._format_name(prepend)
        logging.info('Creating new file: %s', name)
        _file = open(name, self._mode)
        if self._headers:
            _file.write(self._headers)
        return _file

    def _format_name(self, prepend):
        """ Get a formatted name for the file based on the prefix, date, and suffix.
        """
        return os.path.join(self._path, "{}{}{}".format(prepend, time.strftime('%y%m%d'), self._append))

    def _day_changed(self):
        """ Check if day has changed.
        """
        return self._day != time.localtime().tm_mday

    def __enter__(self):
        self._files = {key: self._create_file(key) for key in self._prepends}
        return self

    def write(self, prepend, *args):
        """ Write to a specific file.
        """
        if self._day_changed():  # Check if the day has changed.
            # If day has changed, close all old files and create new files.
            for _file in self._files:
                if self._footers:
                    self._files[_file].write(self._footers)
                self._files[_file].close()
            self._files = {key: self._create_file(key) for key in self._prepends}
        # Attempt to write the data given by the user to the specified file.
        return getattr(self._files[prepend], 'write')(*args)

    def __exit__(self, *args):
        for _file in self._files:
            ret = getattr(self._files[_file], '__exit__')(*args)
            if not ret:
                return ret
        return True


if __name__ == '__main__':
    # For testing purposes only.
    file_pre = [str(i) + '-' for i in range(10)]
    count = 0
    with DayBasedMultiFileHandler(file_pre, mode='w', append='.txt', headers='TESTING\n') as f:
        while count != 1000000:
            num = random.randrange(1000000000)
            f.write(file_pre[num % 10], str(num) + '\n')
            count += 1
            if count % 10000 == 0:
                logging.info('%d lines recorded!', count)