That could be an easy way of doing so
Lets says for example that my file script.py is in a folder and along with that script there is a folder called testing, with inside all the text files named like file_0, file_1....
import os
#reads all the files and put everything in data
number_of_files = 0
data =[]
for i in range (number_of_files):
fn = os.path.join(os.path.dirname(__file__), 'testing/file_%d.txt' % i)
f = open(fn, 'r')
for line in f:
data.append(line)
f.close()
#write everything to result.txt
fn = os.path.join(os.path.dirname(__file__), 'result.txt')
f = open(fn, 'w')
for element in data:
f.write(element)
f.close()