Try adding the following lines to ~ / .vimrc:
set nocompatible filetype on syntax enabled
Close and restart Vim or run :so ~/.vimrc to reload the settings.
nocompatible remove compatibility with the original vi, it is recommended to get a fully functional Vim. filetype on enable automatic detection of file type, this is the parameter that you want your Python code to be colored. syntax enabled activate code coloring, but I'm not sure if this is mandatory here.
You can get more help by typing :help filetype in Vim.
Nicolas
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