Embedding Cython in C++

I am trying to embed a piece of Cython code in a C++ project, such that I can compile a binary that has no dependencies on Python 2.7 (so users can run the executable without having Python installed). The Cython source is not pure Cython: There is also Python code in there.

I am compiling my Cython code using distutils in the following script (setup.py):

from distutils.core import setup
from Cython.Build import cythonize

setup(
    ext_modules = cythonize("test.pyx")
)

I then run the script using python setup.py build_ext --inplace. This generates a couple of files: test.c, test.h, test.pyd and some library files: test.exp, test.obj and test.lib.

What would be the proper procedure to import this into C++? I managed to get it working by including test.c and test.h during compilation and test.lib during linking.

I am then able to call the Cython functions after I issue

Py_Initialize();
inittest();

in my C++ code.

The issue is that there a numerous dependencies on Python, both during compilation (e.g., in test.h) as well in during linking. Bottom-line is that in order to run the executable, Python has to be installed (otherwise I get errors on missing python27.dll).

Am I going in the right direction with this approach? There are so many options that I am just very confused on how to proceed. Conceptually, it also does not make sense why I should call Py_Initialize() if I want the whole thing to be Python-independent. Furthermore, this is apparently the `Very High Level Embedding' method instead a low-level Cython embedding, but this is just how I got it to work.

If anybody has any insights on this, that would be really appreciated.