I have created a python module, which contains a bunch of utility functions 
that use a number of global variables (directory and file names, etc.).

I want to move that global variables to an external configuration file and I 
want to load all global variables from that configuration file when module is 
imported.

I am not sure which is the proper way of doing that. At the moment I use the 
solution as in the following example, is it fine?

#my_module.py:
import ConfigParser

config = ConfigParser.SafeConfigParser()
config_f = open('my_module.cfg')
config.readfp(config_f)
config_f.close()
global_var = config.get('section', 'global_var')

def some_func():
    print global_var

#my_script.py:
import my_module

my_module.some_func()

#my_module.cfg:
[section]
global_var = /tmp/

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