a,a,1
a,b,0.8
a,c,0.5
b,a,0.8
b,b,1
b,c,0.2
c,a,0.5
c,b,0.2
c,c,1

,a,b,c
a,1,0.8,0.5
b,0.8,1,0.2
c,0.5,0.2,1

import os, time

def matrix(f):
    
    if 'csv' in f and 'matrix' not in f:
        
        i = 0
        on = time.time()
        fp = open(os.path.join(os.getcwd(),f),'r')
        
        data = [x.split(',') for x in fp]
        data.pop(0)
        
        correlations = {}
        for x in data:
            correlations[x[0]] = {}
            variables = correlations.keys()
            variables.sort()
        
        for x in variables:
            for y in variables:
                if x == y:
                    correlations[x][y] = 1
                    i+=1
                else:
                    for row in data:
                        if x in row and y in row:
                            i+=1
                            correlations[x][y] = float(row[2])
        
        data = ''
        for y in variables:
            data += ',%s' %y
        data += '\n'
        
        for x in variables:
            data += '%s,' %x
            for y in variables:
                i+=1
                try:
                    data += '%s,' %correlations[x][y]
                except:
                    data += 'CORRELATION NOT FOUND!,'
            data += '\n'
        fw = open(os.path.join(os.getcwd(),f[:-4]+'_matrix.csv'),'w')
        fw.write(data)
        fw.close()
        
        s = (on - time.time()) / float(1000)
        print '%s complete: %i iterations, %s duration.' %(f,i,s)


for f in os.listdir(os.getcwd()):
    matrix(f)