Set values on the diagonal of pandas.DataFrame

by 
In [21]: df.values[[np.arange(df.shape[0])]*2] = 0

In [22]: df
Out[22]: 
          0         1         2         3         4
0  0.000000  0.931374  0.604412  0.863842  0.280339
1  0.531528  0.000000  0.641094  0.204686  0.997020
2  0.137725  0.037867  0.000000  0.983432  0.458053
3  0.594542  0.943542  0.826738  0.000000  0.753240
4  0.357736  0.689262  0.014773  0.446046  0.000000

Note that this will only work if df has the same number of rows as columns. Another way which will work for arbitrary shapes is to use np.fill_diagonal:

In [36]: np.fill_diagonal(df.values, 0)

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