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I have found an answer. From Shedskin implementation:
Library Limitations
Programs to be compiled with Shed Skin cannot freely use the Python standard library. Only about 17 common modules are currently supported.
Note that Shed Skin can be used to build an extension module, so the main program can use arbitrary modules (and of course all Python features!). See Compiling an Extension Module.
In general, programs can only import functionality that is defined in the Shed Skin lib/ directory. The following modules are largely supported at the moment:
- bisect
- collections
- ConfigParser
- copy
- datetime
- fnmatch
- getopt
- glob
- math
- os (some functionality missing under Windows)
- os.path
- random
- re
- socket
- string
- sys
- time
https://stackoverflow.com/questions/33930490/shedskin-cant-locate-module-numpy
