Fix memory leak.

Author: ZeroIntensity

peps/pep-0788.rst

@@ -861,13 +861,14 @@ deadlock the interpreter if it's not released.
     {
         // Weak reference to the interpreter. It won't wait on the callback
         // to finalize.
-        ThreadData *tdata = PyMem_Malloc(sizeof(ThreadData));
+        ThreadData *tdata = PyMem_RawMalloc(sizeof(ThreadData));
         if (tdata == NULL) {
             PyErr_NoMemory();
             return NULL;
         }
         PyInterpreterWeakRef wref;
         if (PyInterpreterWeakRef_Get(&wref) < 0) {
+            PyMem_RawFree(tdata);
             return NULL;
         }
         tdata->wref = wref;