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My idea would be to load one larger file one time and not parse anything, and keep it in memory the entire time. Versus what it does now which is load the files and parse them and keep everything in memory.
But three people responding here so far with "pickle" so maybe that is the way.
You can stuff all the info into an object and use it this way, no problem. I just wanted to point out that this doesn't have zero performance impact compared to what you currently have.
So (depending on how your OS caches files) you might not want to do this like twice in a lambda that you pass to an iterator over a huge slice or something.