API/ENH init with select_stores and all for None
ENH: accept list as months, tests
factor out key checking. test for iter. add iter.
Add occupation and industry to get_useful.
ENH: maker for long files
don't redefine month in the function
BUG: filter out Nones before proceeding
HACK: select store and write on that
ENH: add select method to frame
TST: add some sanitze tests
ENH: Add iteritems and a from_dir constructor to
API/ENH: dont require settings. Just base_path

ENH: prototype for groupby apply.