Nice to see a python implementation of deLong's method - I've had to use pROC (in R) for that in the past. For binary event analysis (among other things) there's also https://github.com/drsteve/PyForecastTools, which also has bootstrapped confidence intervals, or analytic CI using Wald or Agresti-Coull. The terminology is from weather literature, but it covers a lot of the same ground.