Compress a list of files using the BZ2 protocol.

bz2_compress.py

import bz2
import glob


for fp in glob.iglob('path/to_files'):
    with open(fp, 'rb') as f_input:
        with bz2.BZ2File(fp + '.bz2', 'wb', compresslevel=9) as f_output:
            f_output.write(f_input.read())