How to write a new file to a directory

import os
import os.path
import StringIO
import csv

dir = r"C:\Python27"
if not os.path.exists(dir):
    os.mkdir(dir)

my_list=[[1,2,3],[4,5,6]]

with open(os.path.join(dir, "filename"+'.csv'), "w") as f:
  csvfile=StringIO.StringIO()
  csvwriter=csv.writer(csvfile)
  for l in my_list:
          csvwriter.writerow(l)
  for a in csvfile.getvalue():
    f.writelines(a)

the file filename.csv, it does not exist on the 

directory C:\Python27 before. 

When writing the new file to the directory, 

we create a file there.