I need to create an installer for Windows which should be able to install a specific version of the Python interpreter (2.7) plus a set a dependencies such as ipython, numpy, pandas, etc.
Basically this is the same thing Active State did for their Active Python distribution: a single bundle including interpreter + deps.
Not being a Windows user I'm not sure where to start with this except maybe looking into NSIS (could that be of any help?).
I suggest to use the packaging tool that I also use to build the Python releases, which is in Tools/msi/msi.py. Unpack the additional dependencies on top of the Python source (or an installation), then adjust msi.py to pick up all additional files that you want to package. You should adjust display strings to indicate that this is really a separate Python distribution.
If you want to package a predetermined version of python and some dependencies, I would suggest, using NSIS and AutoIt.
NSIS can be used to embed other installer, but in the specific case of python modules, some of their installer can't be used in an unattended mode. To bypass this problem, AutoIt can be used to simulate keystrokes.
For more info on embedding other installer in NSIS: http://nsis.sourceforge.net/Embedding_other_installers
AutoIT web site: http://www.autoitscript.com/site/
来源：https://stackoverflow.com/questions/10535088/creating-a-windows-installer-for-python-a-set-of-dependencies