What P G Wodehouse book does the quote about a scotsman and ray of sunshine come from?

The quote you're thinking of is from "The Code of the Woosters", and it's actually about a "ray of sunshine" and "a Scotsman".

Here's the full quote:

"A ray of sunshine, it is said, can sometimes penetrate the gloomiest of dungeons, and the same, I fancy, applies to Scotsmen."

It's uttered by Bertie Wooster, the narrator, reflecting on the arrival of his friend Angus "Gussie" Fink-Nottle, a somewhat dim but good-natured Scotsman.