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Trying to convert XLS to CSV in Python

I`m trying to convert .xls to .csv but when i run the code below nothing happens.

import xlrd
import csv

def csv_from_excel():

    wb = xlrd.open_workbook('d://Documents and Settings//tdrub//Desktop//TreinamentoPython XLS-CSV//Teste.xls')
    sh = wb.sheet_by_name('Sheet1')
    Agencia = open('d://Documents and Settings//tdrub//Desktop//Agencia.csv', 'wb')
    wr = csv.writer(Agencia, quoting=csv.QUOTE_ALL)

    for rownum in xrange(sh.nrows):
         wr.writerow(sh.row_values(rownum))

    Agencia.close()

The directory is correct, the sheet name is correct but when i run the code no .csv file is created.

I appreciate if someone can help me :)

import xlrd
import csv
import os

file= open('out.csv', 'wb')
wr = csv.writer(file, quoting=csv.QUOTE_ALL)
book=xlrd.open_workbook("F.xls")
sheet=book.sheet_by_index(0)
for sheet in book.sheets():

for row in range(sheet.nrows):

wr.writerow(sheet.row_values(row))

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