bpo-21536: On Cygwin, C extensions must be linked with libpython (GH-13549)
It is also possible to link against a library or executable with a statically linked libpython, but not both with the same DLL. In fact building a statically linked python is currently broken on Cygwin for other (related) reasons. The same problem applies to other POSIX-like layers over Windows (MinGW, MSYS) but Python's build system does not seem to attempt to support those platforms at the moment.
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