将SQLite数据库查询写入单独的文件

下面的代码将SQL查询的所有结果放入预定义的HTML和文本文档中。我想根据messages.conversation\u id列将它们写入单独的文件中，该列来自它所使用的数据库。我可以使用哪个函数来执行此操作？我在我所做的研究中找不到任何东西

先谢谢你

cur = cur.execute("""SELECT DISTINCT messages.conversation_id
                FROM messages
                INNER JOIN participants_info  ON messages.participant_id = participants_info._id
                WHERE messages.conversation_id IS NOT NULL;""")

query = ("""SELECT strftime('%Y-%m-%d %H:%M:%S',messages.date/1000,'unixepoch'), participants_info.number, participants_info.contact_name, messages.body, messages.conversation_id, messages.participant_id
        FROM messages
        INNER JOIN
        participants ON messages.participant_id = participants._id
        INNER JOIN
        participants_info ON participants.participant_info_id = participants_info._id
        WHERE messages.conversation_id = ?
        ORDER BY messages.date;""")


with open('messages.html', 'w') as h, open('test.txt', 'w') as t:
for convo in cur.fetchall():
    df = pd.read_sql_query(query, conn, params=convo)

    # HTML WRITE
    h.write(df.to_html())
    h.write('<br/>')

    # TXT WRITE
    t.write(df.to_string())
    t.write('\n\n')

---

交换with和for语句的顺序，并调整with open以具有动态文件名而不是静态名称如何将SQL查询指定为动态变量？很抱歉第一次使用SQLite和Python！当然，不用担心，这里的评论也是为了获得答案的灵感，而且确实有人这么做了。看看内森的答案。

cur = cur.execute("""SELECT DISTINCT messages.conversation_id
            FROM messages
            INNER JOIN participants_info  ON messages.participant_id = participants_info._id
            WHERE messages.conversation_id IS NOT NULL;""")

query = ("""SELECT strftime('%Y-%m-%d %H:%M:%S',messages.date/1000,'unixepoch'), participants_info.number, participants_info.contact_name, messages.body, messages.conversation_id, messages.participant_id
    FROM messages
    INNER JOIN
    participants ON messages.participant_id = participants._id
    INNER JOIN
    participants_info ON participants.participant_info_id = participants_info._id
    WHERE messages.conversation_id = ?
    ORDER BY messages.date;""")


for convo in cur.fetchall():
    with open('{}.html'.format(convo), 'w') as h, open('{}.txt'.format(convo), 'w') as t:
    df = pd.read_sql_query(query, conn, params=convo)

# HTML WRITE
h.write(df.to_html())
h.write('<br/>')

# TXT WRITE
t.write(df.to_string())
t.write('\n\n')