How can I create files on Windows with embedded slashes, using Python?

Question

After a half hour searching Google, I am surprised I cannot find any way to create a file on Windows with slashes in the name. The customer demands that file names have the

Answer 1

At least all windows installation i've seen won't let you create files with slashes in them. Even if it were possible somehow, by doing deepshit magic, it will probably screw up almost all applications, including windows explorer.

you could abuse windows' unicode capabilities, though.

Creating a file with ∕ (this is not a forward slash, it is "division slash", see http://www.fileformat.info/info/unicode/char/2215/index.htm ) in it's name works just fine, for example.