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The HPXMLtoOpenStudio measure doesn't write the OpenStudio model to disk by default, rather it's generally used as part of an OpenStudio Workflow (example) where the measure creates an OpenStudio model in memory, it's translated to EnergyPlus (IDF), the simulation is run, and various outputs are reported. Or there is a run_simulation.rb
script that you can use instead. See the Usage Instructions for more details on these two ways of running simulations.
That said, the measure will produce an OSM if you set the debug
argument to True.