Raymond, thanks for the note.
You can create a frozenset from any iterable using PyFrozenSet_New().
If you don't have an iterable and want to build-up the frozenset one element at a time, the approach is to create a regular set (or some other mutable container), add to it, then convert it to a frozenset when you're done:
s = PySet_New(NULL); PySet_Add(s, obj1); PySet_Add(s, obj2); PySet_Add(s, obj3); f = PyFrozenSet_New(s); Py_DECREF(s);
This is essentially the same thing I mentioned, except using a set instead of a list as the iterable.
I'm just a tad annoyed at the fact that I know at set creation time exactly how many elements it's going to have, and this procedure strikes me as a somewhat inefficient way to create that set. Just tickles my "C inefficiency" funnybone a bit :-).
The API you propose doesn't work because sets and frozensets are not indexed like tuples and lists. Accordingly, sets and frozensets have a C API that is more like dictionaries. Since dictionaries are not indexable, they also cannot have an API like the one you propose:
PyDict_NEW(int) => PySetObject * PyDict_SET_ITEM(s, index, key, value)
Didn't really mean to propose "PyDict_SET_ITEM(s, index, key, value)", should have been
PyDict_SET_ITEM(s, index, value)
But your point is still well taken. How about this one, though:
PyDict_NEW(int) => PySetObject * PyDict_ADD(s, value)
ADD would just stick value in the next empty slot (and steal its reference).