Create and call python function from string via C API

The answer contained in the question is excellent but I had some small troubles using it with Python 3.5, so to save anyone else doing what I did, below is a slightly edited version that seems to work fine for this version of Python at least:

#include <Python.h>

int main(void)
{
    PyObject *pArgs, *pValue, *pFunc, *pModule, *pGlobal, *pLocal;

    Py_Initialize();

    pGlobal = PyDict_New();

    //Create a new module object
    pModule = PyModule_New("mymod");
    PyModule_AddStringConstant(pModule, "__file__", "");

    //Get the dictionary object from my module so I can pass this to PyRun_String
    pLocal = PyModule_GetDict(pModule);

    //Define my function in the newly created module
    pValue = PyRun_String("def blah(x):\n\ty = x * 5\n\treturn y\n",
        Py_file_input, pGlobal, pLocal);

    //pValue would be null if the Python syntax is wrong, for example
    if (pValue == NULL) {
        if (PyErr_Occurred()) {
            PyErr_Print();
        }
        return 1;
    }

    //pValue is the result of the executing code, 
    //chuck it away because we've only declared a function
    Py_DECREF(pValue);

    //Get a pointer to the function I just defined
    pFunc = PyObject_GetAttrString(pModule, "blah");

    //Double check we have actually found it and it is callable
    if (!pFunc || !PyCallable_Check(pFunc)) {
        if (PyErr_Occurred()) {
            PyErr_Print();
        }
        fprintf(stderr, "Cannot find function \"blah\"\n");
        return 2;
    }

    //Build a tuple to hold my arguments (just the number 4 in this case)
    pArgs = PyTuple_New(1);
    pValue = PyLong_FromLong(4);
    PyTuple_SetItem(pArgs, 0, pValue);

    //Call my function, passing it the number four
    pValue = PyObject_CallObject(pFunc, pArgs);

    fprintf(stdout, "Returned value: %ld\n", PyLong_AsLong(pValue));

    Py_DECREF(pValue);
    Py_XDECREF(pFunc);

    Py_Finalize();

    return 0;
}

PyRun_String in the Python C API is probably what you're looking for. See: http://docs.python.org/c-api/veryhigh.html