There's a macro PycString_IMPORT which the documentation listed as

PycStringIO_IMPORT.  While arguably the name used in the documentation
is more consistent, I think it's probably safer not to change the
macro definition and instead fix the doco.

Include/cStringIO.h

@@ -65,7 +65,7 @@
   Before calling any of the functions or macros, you must initialize
   the routines with:
 
-    PycStringIO_IMPORT
+    PycString_IMPORT
 
   This would typically be done in your init function.