How to exit Python nicely after error in embedded C code?

[Edward C. Jones]

Suppose I have a C function that is called only by other C functions (so it
doesn't return a PyObject *). If I find an error condition in the the C
function, is there function I can call that will exit the C code back into
Python so Python can clean up and exit. The function is called by many different
C function in case of error.

int error_callback(int status, char * funcname) {
    if (status != 0) {
        printf("Error occured in %s\n", funcname);
        /* Is this part of what I want: */
        PyErr_SetString(PyExc_Exception, "Error in C function");
        /* ... what goes here ... */
    }
    return 0;
}

I am using Python and C on a Linux system.

Thanks,
Ed Jones