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I want to try to use the Yahoo Fantasy Sports API for my fantasy football league, but it seems like I can only access the data if I authenticate with Yahoo. Makes sense. However, I am new to Python and have no idea how to get started.

I found a python module on the web link text but I don't know how to "install" a file that has a .gz extension on a windows machine.

Simply, any help you can provide on how to use oauth with yahoo in python will be greatly appreciated.

Thanks in advance