Licence file missing

[daviskirk]

There seems to be no licence file in the repo, is this correct?
In the setup.py file there's a MIT licence indication, so it would probably be best to add the file as well.

[jank]

I also found that the direct dependency colorlover has no license at all (not in setup.py, no license file). I filed plotly/colorlover#11 but there seems to be no activity on that repo.