I have an integral of a convolution between two functions. How can I calculate this in Python? It is a continuum convolution.
That depends on what kind of integral transform you are looking at.
Your comments suggest that you are looking at a Fourier transform specifically, so I would recommend the FFT implementation of NumPy. Using this approach you can also tackle Laplace transforms.
For the most general case you will have to evaluate your convolution using a brute force numerical quadrature appropriate for the type of integral you are trying to evaluate.