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I have a C++ program and I want to implement scripts on it. The desired scenario is, I have an executable of c++ code, it then calls at specific times a python script so it knows what to do through the embeded interpreter and the script then uses some form of API from the c++ program. This is where I ran into a problem. To expose c++ code to python you need to compile a DLL of the wrappers that you want and load it as a module inside python and that breaks my intention of python accessing the executable's functions.

Any way to resolve this problem without resorting to put so much pieces of c++ on a shared library?

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What you want to do is to embed Python code into your application. There is an article on python.org on how to do that using raw CPython, but it's not that exhaustive when it comes to C++. A better bet might be to use Boost.Python or SWIG.

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