Py_initialize / Py_Finalize not working twice with numpy
From the Py_Finalize docs:
Some extensions may not work properly if their initialization routine is called more than once; this can happen if an application calls Py_Initialize() and Py_Finalize() more than once.
Apparently Numpy is one of those. See also this message from Numpy-discussion.
Calling Py_Initialize() only once, and cleaning up at exit, is the way to go. (And it's should be faster, too!)