merge_files.py

import os
import pandas as pd

# get the file paths

my_path = "path/to/output"

# stolen from stack overflow
def get_filepaths(directory):
    """Get full filepaths of all files in a directory, including sub-directories"""
    file_paths = []

    for root, directories, files in os.walk(directory):
        for filename in files:
            # Join the two strings in order to form the full filepath.
            filepath = os.path.join(root, filename)
            file_paths.append(filepath)

    return file_paths

# Run the above function and store its results in a variable.   
file_paths = get_filepaths(my_path)


# now want to merge all the data tables together
# N.B this is assuming we have multi-indexed column names (i.e CellProfiler merged object output)
pd.read_concat((pd.read_csv(f, header=[0,1]) for f in file_paths))