#Go to sublime -> Tools -> Build System -> New Build System
#Im using LinuxMint18 with mate desktop so mine will be like this:
{
	"cmd": ["/home/vekio/anaconda2/bin/python", "-u", "$file"],
    "file_regex": "^[ ]*File \"(...*?)\", line ([0-9]*)",
    "working_dir": "$file_dir",
    "selector": "source.python",
    "variants":
    [
        {
            "name": "Run",
            "shell": true,
			"cmd": ["mate-terminal -e 'bash -c \"/home/vekio/anaconda2/bin/python -u $file;echo;echo Press ENTER to exit; read line\"'"],"shell": true
        }
    ]
}