code: def create_alert_policy(self, policy_name):
      
      policy_data = { 'policy': { 'incident_preference': 'PER_POLICY', 'name': policy_name } }
      create_policy = requests.post(
        'https://api.newrelic.com/v2/alerts_policies.json',
        headers=self.auth_header,
        data=json.dumps(policy_data))
      create_policy.raise_for_status()
      policy_id = create_policy.json()['policy']['id']
      self.refresh_all_alerts()
      return policy_id
docs: Creates an alert policy in NewRelic