for example in the
https://github.com/quantvc/ltspython/blob/master/ltsapi/trader_struct.cpp#L18
PyObject *new_CSecurityFtdcRspInfoField(CSecurityFtdcRspInfoField * p) {
if (p == NULL) {
Py_INCREF(Py_None);
return Py_None;
}
return PyObject_CallMethod(mod, (char *)"CSecurityFtdcRspInfoField", (char *)"is",
p->ErrorID, p->ErrorMsg);
}
need to add the Py_Initialize and the Py_finalize