How to save a cookie to a file in Python?

Question

Python

I wrote a script to save cookies to a file to work with Steam, but for some reason it writes an error:

# coding: cp1251

import pickle
import steam.webauth as wa
session = wa.requests.session()
user = wa.WebAuth('LOGIN', 'PASSWORD')

try:
    with open('bcc.txt','r') as f:
        cookies = wa.requests.utils.cookiejar_from_dict(pickle.load(f))
        session = wa.requests.session(cookies=cookies)
    user.login()
except wa.TwoFactorCodeRequired:
    print 'Введите код SteamGuard'
    SGCode=raw_input()
    user.login(twofactor_code=SGCode)
    with open('bcc.txt', 'w') as f:
        pickle.dump(wa.requests.utils.dict_from_cookiejar(wa.requests.session.cookies), f)