I've had to do this before using Paramiko in a case where I wanted to run a dynamic, local PyQt4 script on a host running an ssh server that has connected my OpenVPN server and ask for their routing preference (split tunneling).
So long as the ssh server you are connecting to has all of the required dependencies of your script (PyQt4 in my case), you can easily encapsulate the data by encoding it in base64 and use the exec() built-in function on the decoded message. If I remember correctly my one-liner for this was:
stdout = client.exec_command('python -c "exec(\\"' + open('hello.py','r').read().encode('base64').strip('\n') + '\\".decode(\\"base64\\"))"' )[1]
It is hard to read and you have to escape the escape sequences because they are interpreted twice (once by the sender and then again by the receiver). It also may need some debugging, I've packed up my server to PCS or I'd just reference my OpenVPN routing script.
The difference in doing it this way as opposed to sending a file is that it never touches the disk on the server and is run straight from memory (unless of course they log the command). You'll find that encapsulating information this way (although inefficient) can help you package data into a single file.
For instance, you can use this method to include raw data from external dependencies (i.e. an image) in your main script.