You are not making use of hmac at all in your code.
Typical way to use hmac, construct an HMAC object from your key, message and identify the hashing algorithm by passing in its constructor:
h = hmac.new( key, my, hashlib.sha256 )
print( h.hexdigest() )
That should output
adcb671e8e24572464c31e8f9ffc5f638ab302a0b673f72554d3cff96a692740
for your example data.