At Quantego.com we love working with Pandas Dataframes. We use them to store and analyze results from simulation runs. On top of our data matrix and a multi-level index we also need to accommodate custom plotting functions and attributes from the previous simulation run.
Subclassing pandas.DataFrame for this task was a no-brainer. The new version 0.16.1 (to be released in the next days) includes some fixes to make working with subclasses of complex data-frames (DF) easier. Here an example of what can be done. First define two new classes for pandas.Series (single col DF) and pandas.DataFrame . You can define new functions or attributes, as needed.
Notice _constructor and _constructor_sliced . They make sure you get the correct class back, when slicing the DF.
Via self you have convenient access to all Pandas functions and can even roll your own.