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You're on the right track with try/except, but pay careful attention to where the traceback says the exception was raised. I'm guessing it was actually theopen_regression_output_sheet = gc.open(file_name)line that raised the exception.

If that's the case, you need to wrap that line in a try/except like

try:     open_regression_output_sheet = gc.open(file_name) except SpreadsheetNotFound:     # handle the exception or whatever else:     for value in open_regression_output_sheet:         ...