The file is not written only at the end, but since you are piping the output to a file you don't see it in the terminal. This is normal redirection behavior (using the > operator).
If you want to see the file while running you can use
atkpython script.py | tee logfile.log
on Linux or in Cygwin, but due to caching the file will not be written continuously, but rather in chunks, so you will not see the progress bars like you expect perhaps.
I usually use
atkpython script.py > logfile.log &
tail -f logfile.log
again on Linux or in Cygwin.
It's harder on Windows, but you can install Notepad++ (a great editor!) and open logfile.log there while ATK is running - the file will refresh automatically or you can do it manually (depending on preference).