I just did the exact same as the example then i got it working and then changed 
it to you example.

using PyPlot 

fig, ax = subplots()
data = pi*rand(10, 10)
cax = ax[:imshow](data,vmin=0, vmax=pi)
cbar = fig[:colorbar](cax, ticks=[0, pi])
cbar[:ax][:set_yticklabels]([ "0", "\$\\pi\$"])

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