f = open('hello_pyton.py','w')
code = 'print("Hello Python")'
print(code,file=f)
f.close()

>>> import sys
>>>sOUT=sys.stdout
>>> sys.stdout=open(r'c:\xxx111xxx.dat','w')
>>> print('hello')
>>> sys.stdout.close()
>>>sys.stdout=sOUT

>>> import sys
>>>sOUT=sys.stdout
>>> sys.stdout=open(r'c:\xxx111xxx.dat','a')
>>> print('hello')
>>>sys.stdout=sOUT

out_file=open('out.txt','a')
while True:
    command=raw_input('>>')
    if command=='exit':
        break
    else:
        exec(command)
        out_file.write(command)
        out_file.flush()
out_file.close()