If you are running Linux or OS X, you can use the tool to create my engine, Schafer, which has a βbareβ mode that will simply build Python statically (for all supported platforms, including Windows), along with several standard modules, and will also be "cythonize" and embed its sources in it. If this does not match your score, you can still get ideas from the source about what is required to accomplish what you want to accomplish.
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