I am on a Mac and using pyenv to manage my python versions.

When I run PyCall on a specific python version, I got

ImportError: No module named site

I dug in the code and discovered that the python dynamic library was not detected correctly.
It turns out that one have to install python via pyenv with --enable-framework in order to have the essential file installed.

env PYTHON_CONFIGURE_OPTS="--enable-framework" pyenv install 3.4.3

I just want to make a note here for future pyenv users