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Error when try adding a column to a dataframe

I am trying first to slice a some columns from original dataframe and then add the additional column 'INDEX' to the last column.
df = df.iloc[:, np.r_[10:17]] #col 0~6
df['INDEX'] = df.index #col 7
I have the error message of second line saying 'A value is trying to be set on a copy of a slice from a DataFrame. Try using .loc[row_indexer,col_indexer] = value instead'
Why am I seeing this and how should I solve it?

I would do
df.loc[:,'INDEX'] = df.index

by default Python does shallow copy of dataframe. So whatever operations are performed on dataframe, it will actually performed on originall data frame. and the message is exactly indicates that.
Either of below will make the Python interpreter happy 😃 :
df = df.iloc[:, np.r_[10:17]].copy()
or
df.loc[:, ['INDEX']] = df.index

How to filter multiple dataframes in a loop?

I have a lot of dataframes and I would like to apply the same filter to all of them without having to copy paste the filter condition every time.
This is my code so far:
df_list_2019 = [df_spain_2019,df_amsterdam_2019, df_venice_2019, df_sicily_2019]
for data in df_list_2019:
data = data[['host_since','host_response_time','host_response_rate',
'host_acceptance_rate','host_is_superhost','host_total_listings_count',
'host_has_profile_pic','host_identity_verified',
'neighbourhood','neighbourhood_cleansed','zipcode','latitude','longitude','property_type','room_type',
'accommodates','bathrooms','bedrooms','beds','amenities','price','weekly_price',
'monthly_price','cleaning_fee','guests_included','extra_people','minimum_nights','maximum_nights',
'minimum_nights_avg_ntm','has_availability','availability_30','availability_60','availability_90',
'availability_365','number_of_reviews','number_of_reviews_ltm','review_scores_rating',
'review_scores_checkin','review_scores_communication','review_scores_location', 'review_scores_value',
'instant_bookable','is_business_travel_ready','cancellation_policy','reviews_per_month'
]]
but it doesn't apply the filter to the data frame. How can I change the code to do that?
Thank you

The filter (column selection) is actually applied to every DataFrame, you just throw the result away by overriding what the name data points to.
You need to store the results somewhere, a list for example.
cols = ['host_since','host_response_time', ...]
filtered = [df[cols] for df in df_list_2019]

As soon as you write var = new_value, you do not change the original object but have the variable refering a new object.
If you want to change the dataframes from df_list_2019, you have to use an inplace=True method. Here, you could use drop:
keep = set(['host_since','host_response_time','host_response_rate',
'host_acceptance_rate','host_is_superhost','host_total_listings_count',
'host_has_profile_pic','host_identity_verified',
'neighbourhood','neighbourhood_cleansed','zipcode','latitude','longitude','property_type','room_type',
'accommodates','bathrooms','bedrooms','beds','amenities','price','weekly_price',
'monthly_price','cleaning_fee','guests_included','extra_people','minimum_nights','maximum_nights',
'minimum_nights_avg_ntm','has_availability','availability_30','availability_60','availability_90',
'availability_365','number_of_reviews','number_of_reviews_ltm','review_scores_rating',
'review_scores_checkin','review_scores_communication','review_scores_location', 'review_scores_value',
'instant_bookable','is_business_travel_ready','cancellation_policy','reviews_per_month'
])
for data in df_list_2019:
data.drop(columns=[col for col in data.columns if col not in keep], inplace=True)
But beware, pandas experts recommend to prefere the df = df. ... idiom to the df...(..., inplace=True) because it allows chaining the operations. So you should ask yourself if #timgeb's answer cannot be used. Anyway this one should work for your requirements.

Why do I get "a value is trying to be set on a copy of a slice" when creating a new column with apply?

I have something like this,
df1 = ...
df1['NEW_COLUMN'] = df1['SOME_COLUMN'].apply(lambda x: ...)
Although this works and I get the column 'NEW_COLUMN' added to the dataframe, I get this following annying warning. Why? And what is the solution?
SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

If you simply want to avoid getting warned, you can set it in pandas options. If you understand why the warning is, and why is it happening then you can simply ignore it by adding this after importing pandas:
pd.options.mode.chained_assignment = None

Add copy() to avoid getting this warning
df = pd.DataFrame({"Value" : [0.12,0.22,0.32,0.11,0.54,0.55,0.98]})
df['Category'] = df.Value.apply(lambda x: 'Neg' if x < 0.5 else 'Pos').copy()

Replace pandas iterrows() with apply & lambda

Working code to add a new column to Pandas DataFrame using iterrows(). But it is extremely slow
df1['Kite_Token'] =0
for row,col in df.iterrows():
df1.loc[row, 'Kite_Token'] = df_instrument[(df_instrument.exchange_token==col.SC_CODE) & (df_instrument.exchange == 'BSE')].instrument_token.to_string(index=False)
Here is my try to use apply and lambda to the above code but am getting the copy warning. Any faster way to accomplish without warning message?
df1['Kite_Token']= df1['SC_CODE'].apply(lambda x : df_instrument[(df_instrument.exchange_token==x) & (df_instrument.exchange == 'BSE')].instrument_token.to_string(index=False))
SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

how to remove this warning in python 3

trying to lower and strip a column in python 3 using panda, but getting the warning-- what is the right way so this warning will not come up
df["col1"] = df[["col1"]].apply(lambda x: x.str.strip())
df["col1"] = df[["col1"]].apply(lambda x: x.str.lower())
The warning
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead
See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
self[k1] = value[k2]
how to remove the warning

To get rid of this warning apply it to a series instead of a dataframe. Using df[["col1"]] is creating a new dataframe that you are then setting to the column. If you instead just modify the column it'll be fine. Additionally, I chained the two together.
df["col1"] = df["col1"].str.strip().str.lower()