How to set policy of space

I tried to use s3cmd to set policy of a space. The policy file is like:

{
    "Statement": [
        {
            "Sid": "Allow get requests referred by localhost",
            "Effect": "Allow",
            "Principal": {
                "AWS": "*"
            },
            "Action": "s3:GetObject",
            "Resource": "arn:aws:s3:::my-bucket/policy/*",
            "Condition": {
                "StringLike": {
                    "aws:Referer": [
                        "http://localhost:8080/*"

                    ]
                }
            }
        }
    ]
}

and then run

s3cmd setpolicy policy s3://my-bucket

The command run without error, but when get the info:

s3cmd info s3://my-bucket

It showed there is no policy on this space:

s3://my-bucket/ (bucket):
   Location:  sgp1
   Payer:     BucketOwner
   Expiration Rule: none
   Policy:    none
  ...

And I still can not access the private file at localhost.

Does space support setpolicy or I done something wrong?