You can install two python. Download Anaconda from http://continuum.io/ for linux and windows. Install them (on win and lin machines), and then create two environments on your USB using the conda package conda :
Then use the pywin environment for windows and pylin in linux.
# Windows D:\pywin\python.exe your_script.py
With conda you can maintain the same packages in both environments so that you have everything you need on both systems ...
Or you can install Anaconda directly to USB, but this will require more space ...
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