bpo-43434: Move sqlite3.connect audit events to sqlite3.Connection.__init__ (GH-25818)

diff --git a/Modules/_sqlite/connection.c b/Modules/_sqlite/connection.c
index 5f8e41b..fb54112 100644
--- a/Modules/_sqlite/connection.c
+++ b/Modules/_sqlite/connection.c
@@ -86,6 +86,10 @@ pysqlite_connection_init(pysqlite_Connection *self, PyObject *args,
         return -1;
     }
 
+    if (PySys_Audit("sqlite3.connect", "O", database_obj) < 0) {
+        return -1;
+    }
+
     database = PyBytes_AsString(database_obj);
 
     self->initialized = 1;
@@ -179,6 +183,10 @@ pysqlite_connection_init(pysqlite_Connection *self, PyObject *args,
     self->ProgrammingError      = pysqlite_ProgrammingError;
     self->NotSupportedError     = pysqlite_NotSupportedError;
 
+    if (PySys_Audit("sqlite3.connect/handle", "O", self) < 0) {
+        return -1;
+    }
+
     return 0;
 }