gistfile1.txt

$ cat test.c
#include "E:/python34/include/python.h"
int DLLMain()
{
        PyObject * test = Py_None;
        return 0;
}

$ PATH=/mingw64/bin:$PATH gcc -shared -L/e/Python34/libs/ -lpython34 -c test.c -o test.dll

$ nm test.dll
0000000000000000 b .bss
0000000000000000 d .data
0000000000000000 p .pdata
0000000000000000 r .rdata$zzz
0000000000000000 t .text
0000000000000000 r .xdata
                 U __imp__Py_NoneStruct
0000000000000000 T DLLMain

tried the following: (used #include <python.h> an got the correct the path to the include files)

gcc -shared test.c -I../Include  libpython34.dll.a -o test.dll
strip --strip-unneeded test.dll

and now nm output it looks like

nm test.dll

000000006ec49310 I __IAT_end__
000000006ec491b0 I __IAT_start__
000000006ec49278 I __imp___dllonexit
000000006ec49280 I __imp___iob_func
000000006ec49288 I __imp__amsg_exit
000000006ec49290 I __imp__fpreset
000000006ec49298 I __imp__initterm
000000006ec492a0 I __imp__lock
000000006ec492a8 I __imp__onexit
000000006ec491b0 I __imp__Py_NoneStruct
000000006ec492b0 I __imp__unlock
000000006ec492b8 I __imp_abort
000000006ec492c0 I __imp_calloc
000000006ec491c0 I __imp_DeleteCriticalSection
000000006ec491c8 I __imp_EnterCriticalSection
000000006ec492c8 I __imp_free
000000006ec492d0 I __imp_fwrite
000000006ec491d0 I __imp_GetCurrentProcess
000000006ec491d8 I __imp_GetCurrentProcessId
000000006ec491e0 I __imp_GetCurrentThreadId
000000006ec491e8 I __imp_GetLastError
000000006ec491f0 I __imp_GetSystemTimeAsFileTime
000000006ec491f8 I __imp_GetTickCount
000000006ec49200 I __imp_InitializeCriticalSection
000000006ec49208 I __imp_LeaveCriticalSection
000000006ec492d8 I __imp_malloc
000000006ec492e0 I __imp_memcpy
000000006ec49210 I __imp_QueryPerformanceCounter
000000006ec49218 I __imp_RtlAddFunctionTable
000000006ec49220 I __imp_RtlCaptureContext
000000006ec49228 I __imp_RtlLookupFunctionEntry
000000006ec49230 I __imp_RtlVirtualUnwind
000000006ec49238 I __imp_SetUnhandledExceptionFilter
000000006ec492e8 I __imp_signal
000000006ec49240 I __imp_Sleep
000000006ec492f0 I __imp_strlen
000000006ec492f8 I __imp_strncmp
000000006ec49248 I __imp_TerminateProcess
000000006ec49250 I __imp_TlsGetValue
000000006ec49258 I __imp_UnhandledExceptionFilter
000000006ec49300 I __imp_vfprintf
000000006ec49260 I __imp_VirtualProtect
000000006ec49268 I __imp_VirtualQuery
000000006ec49624 I __lib64_libkernel32_a_iname
000000006ec4967c I __lib64_libmsvcr100_a_iname
000000006ec495bc I __libpython34_dll_a_iname
000000006ec49014 I _head_lib64_libkernel32_a
000000006ec49028 I _head_lib64_libmsvcr100_a
000000006ec49000 I _head_libpython34_dll_a

Nevertheless, linking aginst the MS import library doesn't work as it should.