import os
import pysftp
import stat

with pysftp.Connection('example.com', username='username', password='password') as sftp:
    sftp.cwd("/remote/path")
    for f in sftp.listdir_attr():
        if not stat.S_ISDIR(f.st_mode):
            print("Checking %s..." % f.filename)
            if ((not os.path.isfile(f.filename)) or
                (f.st_mtime > os.path.getmtime(f.filename))):
                print("Downloading %s..." % f.filename)
                sftp.get(f.filename, f.filename)