I haven't devised an easy way to define new Python classes from Julia via PyCall.
It's possible (see how I define new IO subclasses in https://github.com/stevengj/PyCall.jl/blob/master/src/io.jl) but it is rather low-level at the moment, close to how you would define new Python classes from C. The key function is PyCall.pyjlwrap_type.
