I made a library to append to Numpy .npy files. Here an excerpt from

https://pypi.org/project/npy-append-array

NpyAppendArray

Create Numpy .npy files by appending on the growth axis (0 for C order, -1 for Fortran order). It behaves like numpy.concatenate with the difference that the result is stored out-of-memory in a .npy file and can be reused for further appending. After creation, the file can then be read with memory mapping (e.g. by adding mmap_mode="r") which altogether allows to create and read files (optionally) larger than the machine's main memory.

Installation

conda install -c conda-forge npy-append-array

or

pip install npy-append-array

Example

from npy_append_array import NpyAppendArray
import numpy as np

arr1 = np.array([[1,2],[3,4]])
arr2 = np.array([[1,2],[3,4],[5,6]])

filename = 'out.npy'

with NpyAppendArray(filename, delete_if_exists=True) as npaa:
    npaa.append(arr1)
    npaa.append(arr2)
    npaa.append(arr2)
    
data = np.load(filename, mmap_mode="r")

print(data)

Implementation Details

NpyAppendArray contains a modified, partial version of format.py from the Numpy package. It ensures that array headers are created with 21 (=len(str(8*2**64-1))) bytes of spare space. This allows to fit an array of maxed out dimensions (for a 64 bit machine) without increasing the array header size. This allows to simply rewrite the header as we append data to the end of the .npy file.

This is an expansion on Mohit Pandey's answer showing a full save / load example. It was tested using Python 3.6 and Numpy 1.11.3.

from pathlib import Path
import numpy as np
import os

p = Path('temp.npy')
with p.open('ab') as f:
    np.save(f, np.zeros(2))
    np.save(f, np.ones(2))

with p.open('rb') as f:
    fsz = os.fstat(f.fileno()).st_size
    out = np.load(f)
    while f.tell() < fsz:
        out = np.vstack((out, np.load(f)))

out = array([[ 0., 0.], [ 1., 1.]])

.npy files contain header which has shape and dtype of the array in it. If you know what your resulting array looks like, you can write header yourself and then data in chunks. E.g., here is the code for concatenating 2d matrices:

import numpy as np
import numpy.lib.format as fmt

def get_header(fnames):
    dtype = None
    shape_0 = 0
    shape_1 = None
    for i, fname in enumerate(fnames):
        m = np.load(fname, mmap_mode='r') # mmap so we read only header really fast
        if i == 0:
            dtype = m.dtype
            shape_1 = m.shape[1]
        else:
            assert m.dtype == dtype
            assert m.shape[1] == shape_1
        shape_0 += m.shape[0]
    return {'descr': fmt.dtype_to_descr(dtype), 'fortran_order': False, 'shape': (shape_0, shape_1)}

def concatenate(res_fname, input_fnames):
    header = get_header(input_fnames)
    with open(res_fname, 'wb') as f:
        fmt.write_array_header_2_0(f, header)
        for fname in input_fnames:
            m = np.load(fname)
            f.write(m.tostring('C'))

If you need a more general solution (edit header in place while appending) you'll have to resort to fseek tricks like in [1].

Inspired by
[1]: https://mail.scipy.org/pipermail/numpy-discussion/2009-August/044570.html (doesn't work out of the box)
[2]: https://docs.scipy.org/doc/numpy/neps/npy-format.html
[3]: https://github.com/numpy/numpy/blob/master/numpy/lib/format.py

For appending data to an already existing file using numpy.save, we should use:

f_handle = file(filename, 'a')
numpy.save(f_handle, arr)
f_handle.close()

I have checked that it works in python 2.7 and numpy 1.10.4

I have adapted the code from here, which talks about savetxt method.

The following is based upon PaxRomana99's answer. It creates a class that you can use to save and load the arrays. Ideally, one would also change the header of the npy file every time a new array is added in order to modify the description of the shape (see here for the description of the header)

import numpy as np
import pickle

from pathlib import Path
import os


class npyAppendableFile():
    def __init__(self, fname, newfile=True):
        '''
        Creates a new instance of the appendable filetype
        If newfile is True, recreate the file even if already exists
        '''
        self.fname=Path(fname)
        if newfile:
            with open(self.fname, "wb") as fh:
                fh.close()
        
    def write(self, data):
        '''
        append a new array to the file
        note that this will not change the header
        '''
        with open(self.fname, "ab") as fh:
            np.save(fh, data)
            
    def load(self, axis=2):
        '''
        Load the whole file, returning all the arrays that were consecutively
        saved on top of each other
        axis defines how the arrays should be concatenated
        '''
        
        with open(self.fname, "rb") as fh:
            fsz = os.fstat(fh.fileno()).st_size
            out = np.load(fh)
            while fh.tell() < fsz:
                out = np.concatenate((out, np.load(fh)), axis=axis)
            
        return out
    
    
    def update_content(self):
        '''
        '''
        content = self.load()
        with open(self.fname, "wb") as fh:
            np.save(fh, content)

    @property
    def _dtype(self):
        return self.load().dtype

    @property
    def _actual_shape(self):
        return self.load().shape
    
    @property
    def header(self):
        '''
        Reads the header of the npy file
        '''
        with open(self.fname, "rb") as fh:
            version = np.lib.format.read_magic(fh)
            shape, fortran, dtype = np.lib.format._read_array_header(fh, version)
        
        return version, {'descr': dtype,
                         'fortran_order' : fortran,
                         'shape' : shape}
                
        
      
arr_a = np.random.rand(5,40,10)
arr_b = np.random.rand(5,40,7)    
arr_c = np.random.rand(5,40,3)    

f = npyAppendableFile("testfile.npy", True)        

f.write(arr_a)
f.write(arr_b)
f.write(arr_c)

out = f.load()

print (f.header)
print (f._actual_shape)

# after update we can load with regular np.load()
f.update_content()


new_content = np.load('testfile.npy')
print (new_content.shape)

you can try something like reading the file then add new data

import numpy as np
import os.path

x = np.arange(10) #[0 1 2 3 4 5 6 7 8 9]

y = np.load("save.npy") if os.path.isfile("save.npy") else [] #get data if exist
np.save("save.npy",np.append(y,x)) #save the new

after 2 operation:

print(np.load("save.npy")) #[0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9]