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In the case of the math module, I would assume that it
doesn't have a __file__ attribute on Windows because it's a
builtin and is rolled up into python2x.dll in the Windows
distribution. This seems to match up with the 2.3
codumentation: "The __file__ attribute is not present for C
modules that are statically linked into the interpreter; for
extension modules loaded dynamically from a shared library,
it is the pathname of the shared library file."