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A fresh pip install segment-analytics-python==2.3.0 left import segment.analytics.client failing on a missing jwt module. The maintainer admitted the PyJWT dependency was only in the dev requirements and missed setup.py, then shipped a fixed release. pip install -U segment-analytics-python past 2.3.0 declares jwt properly. If you are pinned to 2.3.0 for some reason, pip install PyJWT alongside it is the manual workaround. Source: https://github.com/segmentio/analytics-python/issues/427
Source: https://github.com/segmentio/analytics-python/issues/427