Voor lokale variabelen kunt ge vars() gebruiken, voor class variabelen gebruik ik liever setattr().
>>> for x in range(10):
... vars()["ding_%d" %x] = x
...
>>> vars()
{'ding_9': 9, 'ding_8': 8, '__builtins__': <module '__builtin__' (built-in)>, 'ding_6': 6, 'ding_5': 5, 'ding_4': 4, 'ding_3': 3, 'ding_2': 2, 'ding_1': 1, 'ding_0': 0, 'ding_7': 7, 'x': 9, '__name__': '__main__', '__package__': None, '__doc__': None}
>>> dir()
['__builtins__', '__doc__', '__name__', '__package__', 'ding_0', 'ding_1', 'ding_2', 'ding_3', 'ding_4', 'ding_5', 'ding_6', 'ding_7', 'ding_8', 'ding_9', 'x']
>>> class A(object):
... def __init__(self):
... for x in range(10):
... setattr(self, "ding_%d" %x, x)
...
>>> a = A()
>>> dir(a)
['__class__', '__delattr__', '__dict__', '__doc__', '__format__', '__getattribute__', '__hash__', '__init__', '__module__', '__new__', '__reduce__', '__reduce_ex__', '__repr__', '__setattr__', '__sizeof__', '__str__', '__subclasshook__', '__weakref__', 'ding_0', 'ding_1', 'ding_2', 'ding_3', 'ding_4', 'ding_5', 'ding_6', 'ding_7', 'ding_8', 'ding_9']
>>>