I have a similar setup
Make sure you add your dynamic modules in the "packages" section of py2exe
setup(windows=[{
"script" : "openFisca.pyw"
}],
options={"py2exe" : {"includes" : ["sip", "encodings.*", "numpy.*"],
"packages": ["france","tunisia"],
"dist_dir": dist_dir,
"bundle_files":3,
"dll_excludes": ["MSVCP90.dll"]
}},
data_files=data_files)