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

(cherry picked from commit 60419a7e96577cf783b3b45bf3984f9fb0d7ddff)

Co-authored-by: Steve Dower <steve.dower@python.org>
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;