You can easily create a persistent session using:
s = requests.Session()
After that, continue with your requests as you would:
s.post('https://localhost/login.py', login_data)
#logged in! cookies saved for future requests.
r2 = s.get('https://localhost/profile_data.json', ...)
#cookies sent automatically!
#do whatever, s will keep your cookies intact :)
For more about sessions: https://requests.kennethreitz.org/en/master/user/advanced/#session-objects