Read sharepoint data into Power BI using Python script

[PC20]

I am trying to read an excel file stored in Sharepoint using Power BI python script. But getting the error: 401.

r = requests.get(url, auth=HttpNtlmAuth(user, pwd), headers=headers)
print(r.status_code)

When I login into Sharepoint I go through 2-step authentication process. First is Username & pwd and then approving a Login request using Microsoft Autehnticator app on my mobile. 

How to access Sharepoint data in such a scenario?

[AR89]

I also have the same questions, how to read sharepoint data into Power BI using Python script?? I tried sharepy · PyPI i also tried Office 365 & Microsoft Graph Library for Python but I got an error that won't let me even connect. Is there an easy way to stablish the connection from power bI? I tried the sync of the file to my pc, but that will only work for me and I need that people from my organization can refresh it from the workspace. It means that each of us have to use our own credentials.