title: Most efficient way to strip forbidden characters in file name from Unicode string
body: <p>I have a string which contain some data I parse from the web, and make a file named after this data. </p>
  
  <pre><code>string = urllib.urlopen("http://example.com").read()
  f = open(path + "/" + string + ".txt")
  f.write("abcdefg")
  f.close()
  </code></pre>
  
  <p>The problem is that it <strong>may</strong> include one of this characters: <code>\ / * ? : " &lt; &gt; |</code>.
  I'm using Windows, and it is forbidden to use those characters in a filename.
  Also, <code>string</code> is in Unicode formar which makes most of the solutions useless.</p>
  
  <p>So, my question is: what is the most efficient / pythonic way to strip those characters? 
  Thanks in advance!</p>
  
  <p><strong>Edit:</strong> the filename is in Unicode format <strong>not</strong> str!</p>