Python - Import no module found

Question

I am running python 3.5.5 and have the following folder structure.

sgan/
    scripts/
        train.py
    sgan/
        losses.py
        models.py
        utils.py
        data/
            loader.py
            trajectories.py

I am in folder ~/sgan but when I ran python scripts/train.py I get the error

Traceback (most recent call last):
  File "./scripts/train.py", line 14, in <module>
    from sgan.data.loader import data_loader
ImportError: No module named 'sgan'

What is the issue here ?