Download a file from betfair historical and store in given directory or current directory.
        
        :param file_path: the file path as given by get_file_list method.
        :param store_directory: directory path to store data files in.
        :return: name of file.

def download_file(self, file_path, store_directory=None):
        """
        Download a file from betfair historical and store in given directory or current directory.
        
        :param file_path: the file path as given by get_file_list method.
        :param store_directory: directory path to store data files in.
        :return: name of file.
        """
        local_filename = file_path.split('/')[-1]
        if store_directory:
            local_filename = os.path.join(store_directory, local_filename)
        r = requests.get(
            '%s%s' % (self.url, 'DownloadFile'),
            params={'filePath': file_path},
            headers=self.headers,
            stream=True,
        )
        with open(local_filename, 'wb') as f:
            for chunk in r.iter_content(chunk_size=1024):
                if chunk:
                    f.write(chunk)
        return local_filename