Here's how you can save the file to the current directory (where your script is running from):
workbook = xlsxwriter.Workbook('demo.xlsx')
Here's how you can specify a full path:
workbook = xlsxwriter.Workbook('C:/Users/Steven/Documents/demo.xlsx')
Here's how you can specify a relative path:
workbook = xlsxwriter.Workbook('app/smth1/smth2/Expenses01.xlsx')
Note that a starting "/" is not needed and may cause errors.
More examples can be found here
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