I'm writing Python code for ArcGIS using the arcpy library and now I'm experiencing a little problem with labels. In fact I'm not able to rotate them in layout via arcpy (I should rotate all labels of 90 degrees). I found a way to display correct field, round the number, but not to position the label correctly.
This Question is quite old but I've only just seen your Comment "if it's possible for example to copy the label style from an external file?".
You should be able to just use Save As Layer File to create your *.lyr with rotated labels. The *.lyr file can be added into your map using arcpy.mapping.AddLayer and then use arcpy.mapping.replaceDataSource to change that layer's source to the dataset whose labels you want to see rotated.