import adal
import urllib
import requests
import urllib2

## set variables
username = 'curtis@tenant.onmicrosoft.com'
password = 'OFoarry8Oe$'
authorization_url = 'https://login.windows.net/tenant.onmicrosoft.com' # Authority
redirect_uri = 'https://login.microsoftonline.com/login.srf'
client_id = 'dcbf844f-d2c3-42d1-8a7d-0f838f57899a' # Client id

## use ADAL to create token response
token_response = adal.acquire_token_with_username_password(
        authorization_url,
        username,
        password
    )
## endpoints discovery
## https://api.office.com/discovery/v2.0/me/allServices

## create refresh token and save it to use later
refresh_token = token_response['refreshToken']
refresh_token_file = open('refresh_token.txt', 'w')
refresh_token_file.write(refresh_token)
refresh_token_file.close()

## get saved refresh token and use it to get new token response
refresh_token = open('refresh_token.txt', 'r').read()
token_response = adal.acquire_token_with_refresh_token(authorization_url, str(refresh_token))

## get access_token from token response
access_token = token_response.get('accessToken')
headers = {'Authorization':'BEARER ' + str(access_token)}

print access_token

## download file
file_url = 'https://tenant.sharepoint.com/_api/v1.0/files/root:/myfoldername/myfilename.csv:/content'
r = requests.get(file_url, headers=headers)
print r.text

{"error":"invalid_client","error_description":"Invalid audience Uri 'https://management.core.windows.net/'."}

https://tenant.sharepoint.com/Shared%20Documents/myfoldername/myfilename.csv