Catching exceptions in embedded code no longer works on 3.7.2?

[FFMG]

In an older project of mine I used to catch exceptions in the code by doing ...

// simplified code ...
PyObject * PyRes = PyRun_String( ... )
...
PyObject* ex = PyErr_Occurred();
...
if (!PyErr_ExceptionMatches(PyExc_SystemExit))
{
  // there was a non-system error
}

But now I get the error, (in VS2017)

Error:
Error	LNK2001	unresolved external symbol PyExc_SystemExit

I suspect i need to include something to my project/files?
Any suggestions as to what might be missing?

Many thanks

FFMG