Thanks to the work of José Antonio Martín we are now able to propose you to enter the competition using Python. Thanks again to him 
All you have to do is to download the archive exploChallenge-Python, extract it and follow the readme.txt. You have to implement the MyPolicy class. To submit your algorithm, use the same form than for java files (you will have to provide a .zip file embedding your Python code).
Version of Python on the cluster is 2.6.5 with numpy 1.3.0 and SciPy 0.7.0. The Python code needs slightly more time than the java one. For a very basic policy on the first part of the data, Python needs 45 min and Java needs 26 min.
Edit May 03th: A newer of python is now available (python 2.7, numpy 1.7.0.dev-259fff8, scipy 0.11.0.dev-f14e0fe ). To use it you have to replace python exploChallenge/Main.py by python2.7 exploChallenge/Main.py in go.sh before building your submission zip. This version of python have not been extensively tested (and some modules could be missing) so do not hesitate to report bugs.