bpo-37363: Add audit events for a range of modules (GH-14301)

diff --git a/Modules/_sqlite/module.c b/Modules/_sqlite/module.c
index c487ba9..9fe0dc9 100644
--- a/Modules/_sqlite/module.c
+++ b/Modules/_sqlite/module.c
@@ -85,6 +85,10 @@
         factory = (PyObject*)&pysqlite_ConnectionType;
     }
 
+    if (PySys_Audit("sqlite3.connect", "O", database) < 0) {
+        return NULL;
+    }
+
     result = PyObject_Call(factory, args, kwargs);
 
     return result;