try:
    import cookielib  # 兼容Python2
except:
    import http.cookiejar as cookielib  # python 3 need import http.cookiejar

session = requests.session()  

session.cookies = cookielib.LWPCookieJar(filename="cookies.txt")  # LWP实例化的cookie可直接调用save方法

session.cookies.load(ignore_discard=True)

response = session.get("http://www.xianlaiwan.cn", headers=header)  # more effective

session.cookies.save()

try:
    session.cookies.load(ignore_discard=True)
    print("Cookie正常加载")
except:
    print("Cookie未能加载")