I have some big mysql databases with data for calculations and some parts where I need to get data from external websites.
I used python to do the whole thing until now, but what shall I say: its not a speedster.
Now I'm thinking about mixing Python with C++ using Boost::Python and Python C API.
The question I've got now is: what is the better way to get some speed. 
Shall I extend python with some c++ code or shall I embedd python code into a c++ programm?
I will get fore sure some speed increment using c++ code for the calculating parts and I think that calling the Python interpreter inside of an C-application will not be better, because the python interpreter will run the whole time. And I must wrap things python-libraries like mysqldb or urllib3 to have a nice way to work inside c++.
So what whould you suggest is the better way to go: extending or embedding?
( I love the python language, but I'm also familiar with c++ and respect it for speed )
Update:
So I switched some parts from python to c++ and used multi threading (real one) in my c modules and my programm now needs instead of 7 hours 30 minutes :))))
In my opinion, in your case it makes no sense to embed Python in C++, while the reverse could be beneficial.
In most of programs, the performance problems are very localized, which means that you should rewrite the problematic code in C++ only where it makes sense, leaving Python for the rest.
This gives you the best of both world: the speed of C++ where you need it, the ease of use and flexibility of Python everywhere else. What is also great is that you can do this process step by step, replacing the slow code paths by the by, leaving you always with the whole application in an usable (and testable!) state.
The reverse wouldn't make sense: you'd have to rewrite almost all the code, sacrificing the flexibility of the Python structure.
Still, as always when talking about performance, before acting measure: if your bottleneck is not CPU/memory bound switching to C++ isn't likely to produce much advantages.
Speed - embedding python in c++ or extending python with c++