Some support is needed to avoid compatibility issues in different version of CRT in Windows.
I have an application which embeds Python interpreter and the application is build on MSVC11, whereas I am using Python 3.3.2 which is build on MSVC10. I know there are some compatibility issues which are addressed in Issue10082 and Issue1003535. But even other Python APIs which uses FILE pointer inside are failing too. I tried the following things – 
1.	PyRun_FileExFlags with MSVC11 FILE*. It crashes as expected.
2.	PyRun_FileExFlags with MSVC10 FILE* using _Py_fopen() directly passing to it. It is also crashing whereas _Py_fopen() returns FILE* of MSVC10 type.
3.	Py_CompileString() also crashes. I don’t know the reason, but here my application is not providing FILE* from outside. It uses FILE* of Python library which is of MSVC10 type.
I did some investigation and found if I provide FILE* of MSVC10 type from my application in PyRun_File() or if I call Py_CompileString(), it crashes after parsing the file (I am not totally sure, but it seems to me). Here is the call stack – 
python33.dll!PyUnicode_InternInPlace(_object * * p) Line 14220 C
python33.dll!new_identifier(const char * n, compiling * c) Line 570 C
python33.dll!alias_for_import_name(compiling * c, const _node * n, int store) Line 2808 C
python33.dll!ast_for_import_stmt(compiling * c, const _node * n) Line 2892  C
python33.dll!PyAST_FromNode(const _node * n, PyCompilerFlags * flags, const char * filename, _arena * arena) Line 724   C
python33.dll!PyParser_ASTFromFile(_iobuf * fp, const char * filename, const char * enc, int start, char * ps1, char * ps2, PyCompilerFlags * flags, int * errcode, _arena * arena) Line 2124    C
python33.dll!PyRun_FileExFlags(_iobuf * fp, const char * filename, int start, _object * globals, _object * locals, int closeit, PyCompilerFlags * flags) Line 1931  C

It fails in PyDict_GetItem() call in PyUnicode_InternInPlace() function. Here is the snippet - 

/* It might be that the GetItem call fails even
   though the key is present in the dictionary,
   namely when this happens during a stack overflow. */
Py_ALLOW_RECURSION
t = PyDict_GetItem(interned, s);
Py_END_ALLOW_RECURSION

I am not sure why PyDict_GetItem() is failing because of FILE*. It seems to me that Python is able to parse file provided successfully.

I am initializing interpreter successfully and PyRun_String() API works fine. But I dont want to use PyRun_String() as it performs everything virtually and provide no debug support.