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Sage/Cython compile embedded Cython with Sage import

Hi,

I was wondering how you can compile a Sage .pyx file into an embedded Cython .c file and compile it with gcc to create a standalone executable?

I tried:

sage -cython --embed filename.pyx
gcc filename.c -I/path/to/python -lpython2.7

but when I run the program it gives me the following error:

from sage.all import *
ImportError: No module named sage.all

Thanks!

Dan