How to create an unclosed dialog in wxPython?

[书虫]

In wxPython, after I create a wx.Frame, I want to create a modeless
and unclosed dialog. Here is my step:

app = wx.PySimpleApp()
f = wx.Frame(None, -1, "Test")
d = wx.Dialog(f, -1, "Test Dialog", style = wx.CAPTION)
f.Show()
d.Show()
app.MainLoop()

As you see, I create a dialog with wx.CAPTION style. And than, there
is no close button in this dialog. It seems unclosed dialog, but in
fact, if you enter Alt+F4 in this dialog, it will close. How could I
do?