from glob import glob
filenames = glob('*.csv')
dataframes = [pd.read_csv(f, parse_dates=['Fecha_Hora'],  index_col='Fecha_Hora') for f in filenames]

for i in range(len(dataframes)):
    locals()['d1_'+str(i)] = {'media_diaria_dataframes_var1_'+str(i):dataframes[i].set_index(dataframes[i].index).groupby(pd.Grouper(freq='D'))['var1'].mean(),'media_diaria_dataframes_var2_'+str(i):dataframes[i].set_index(dataframes[i].index).groupby(pd.Grouper(freq='D'))['var2'].mean()}