Save list of DataFrames to multisheet Excel spreadsheet

You should be using pandas own ExcelWriter class:

from pandas import ExcelWriter
# from pandas.io.parsers import ExcelWriter

Then the save_xls function works as expected:

def save_xls(list_dfs, xls_path):
    with ExcelWriter(xls_path) as writer:
        for n, df in enumerate(list_dfs):
            df.to_excel(writer,'sheet%s' % n)

In case anyone needs an example using a dictionary of dataframes:

from pandas import ExcelWriter

def save_xls(dict_df, path):
    """
    Save a dictionary of dataframes to an excel file, 
    with each dataframe as a separate page
    """

    writer = ExcelWriter(path)
    for key in dict_df.keys():
        dict_df[key].to_excel(writer, sheet_name=key)

    writer.save()

example: save_xls(dict_df = my_dict, path = '~/my_path.xls')