import openpyxl as oxl
wb = oxl.Workbook()
ws = wb.create_sheet(index=0, title='oxl_sheet')
print(data)

for r in range(data.shape[0]):
    for c in range(data.shape[1]):
        ws.cell(row=r, column=c).value =data[r,c]

wb.save(path + 'oxl_book.xlsx')

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-139-e9d8583c2e2d> in <module>
      1 for r in range(data.shape[0]):
      2     for c in range(data.shape[1]):
----> 3         ws.cell(row=r, column=c).value =data[r,c]

d:\Anaconda3\lib\site-packages\openpyxl\worksheet\worksheet.py in cell(self, coordinate, row, column, value)
    305 
    306         if row < 1 or column < 1:
--> 307             raise ValueError("Row or column values must be at least 1")
    308 
    309         cell = self._get_cell(row, column)

ValueError: Row or column values must be at least 1

solution:

for r in range(data.shape[0]):
    for c in range(data.shape[1]):
        ws.cell(row=r+1, column=c+1).value =data[r,c]

wb.save(path + 'oxl_book.xlsx')