python SDK for MSI authentication
Currently there aren't any python SDK's supporting MSI authentication. This makes it harder for us to develop & test functions that connects together multiple azure services.
Jon Gallant commented
It's been a year since you posted this, but I would also like to know which SDKs you are trying to use with Managed Identity? If you are using the new SDKs, then you can use ManagedIdentityCredential or DefaultAzureCredential. You can find the packages here: https://aka.ms/azsdklist
Is there specific SDKs that you are looking for? The Azure Resource Manager Python SDK does support managed identity.