Python doesn't find pygame.locals

I have successfully installed pygame on my windows 10 machine using Python3.6, here's my code:

import pygame
from pygame.locals import *

pygame.init()
window = pygame.display.set_mode((800,600))

      

        
        
        
      

    

Python says this:

Traceback (most recent call last):
  File "C:/Users/Yann/AppData/Local/Programs/Python/Python36-32/Files/ProjetASINFO/lolol.py", line 2, in <module>
    from pygame.locals import *
ModuleNotFoundError: No module named 'pygame.locals'

      

        
        
        
      

    

Do you have any idea what might happen? (My file is not called pygame.py).