I am currently in the process of writing a small python module using the Python API, that will speed up some of the slower python code, that is repeatedly run in a in a simulation of sorts. My issue is that currently this code is takes a bunch of arguments, that in many use cases won't change. For example the function signature will be like: func(x,a,b,c,d,e), but after an initialisation only x will change. I therefore will have the python code littered with lambda x : func(x,a,b,c,d,e) where I wrap these before use. I have observed that this actually introduces quite a bit of calling overhead.
My idea to fix this was to create a PyObject* that is essentially C++ lambda instead of the python one. The main issue with this is that I have not found a way to create PyObjects from C++ lambdas, or even lower level functions. Since functions/lambdas in python can be passed as arguments I assume it is possible, but is there a clean way I'm missing.
I would seriously consider using swig instead of pybind11 for example. It's just peace of mind. If you don't want to use swig directly, you can at least see what swig does to wrap up features like proxy objects.
http://www.swig.org/Doc2.0/SWIGPlus.html#SWIGPlus_nn38