You should not be looking for a file YAML.py. The YAML in
yaml = YAML()
is a class that is defined in ruamel/yaml/main.py and that gets imported into ruamel/yaml/__init__.py (both under site-packages). That is why you do:
from ruamel.yaml import YAML
(the alternative would be that there is a file yaml.py under the directory ruamel, but the loader/dumper is a bit too much to put in one file).
What might work if the above knowledge doesn't help you resolve things, is explicitly set the global flag mypy_path or the environment variable MYPYPATH. This has to include the directory in which the directory ruamel is located.
( I could not find it mentioned in the documentation, but from the source ( mypy/build.py:mypy_path() ) you can see that this is supposed to be a string that gets split on os.pathsep (which is the colon (:) on my Linux based system))