I also recommend installing the ODBC driver, and then try using pyodbc. I assume you are on a Ubuntu 15.04+ machine.
To install the ODBC driver, follow these instructions:
sudo su
wget https://gallery.technet.microsoft.com/ODBC-Driver-13-for-Ubuntu-b87369f0/file/154097/2/installodbc.sh
sh installodbc.sh
Once you do this, install pyodbc using pip and try running the script:
import pyodbc
server = 'tcp:myserver.database.windows.net'
database = 'mydb'
username = 'myusername'
password = 'mypassword'
cnxn = pyodbc.connect('DRIVER={ODBC Driver 13 for SQL Server};SERVER='+server+';DATABASE='+database+';UID='+username+';PWD='+ password)
cursor = cnxn.cursor()
cursor.execute("SELECT @@version;")
row = cursor.fetchone()
while row:
print row
row = cursor.fetchone()
Let me know how this happens.
Cheers,