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how to merge 200 csv files in Python

Guys, I here have 200 separate csv files named from SH (1) to SH (200). I want to merge them into a single csv file. How can I do it?

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As ghostdog74 said, but this time with headers:

fout=open("out.csv","a")
# first file:
for line in open("sh1.csv"):
    fout.write(line)
# now the rest:    
for num in range(2,201):
    f = open("sh"+str(num)+".csv")
    f.next() # skip the header
    for line in f:
         fout.write(line)
    f.close() # not really needed
fout.close()

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