postgresql copy comand with date in filename

I have a query and want the output in a .csv file with today's date and time in the name (I am using PostgreSQL v12). COPY (SELECT * FROM mytable) TO 'C:\Users\me\mylocation\filename_date_time.csv' CSV HEADER where date_time is YYYY-MM-DD-h_m_s (or similar) I have seen some solutions to this using bash. For various reasons I am on a Windows machine with no bash. I would like to do this using psql please.