You could make your generator a class with an attribute that contains a count of the number of records it has processed. Something like this:
class RecordProcessor(object):
def __init__(self, recs):
self.recs = recs
self.processed_rec_count = 0
def __call__(self):
for r in self.recs:
if r.sender('sender_of_interest'):
self.processed_rec_count += 1
# process record r...
yield r # processed record
def process_all_records(files):
for f in files:
fd = open(f,'r')
recs_p = RecordProcessor(read_records(fd))
write_records(recs_p)
print 'records processed:', recs_p.processed_rec_count