Where to put a configuration file in Python?

In development mode, I have the following directory tree :

| my_project/
| setup.py
| my_project/
    | __init__.py
    | main.py
    | conf/
        | myproject.conf

I use ConfigParser to parse the myproject.conf file.

In my code, it's easy to load the file with a good path : my_project/conf/myproject.conf

The problem is : When I install my project using the setup.py, the configuration file are situated (thanks to setup.py) in the /etc/my_project/myproject.conf and my application in the /usr/lib/python<version>/site-packages/my_project/.

How can I refer my my_project/conf/myproject.conf file in my project in "production" mode, and refer to the local file (my_project/conf/myproject.conf) in "devel" mode.

In addition, I would like to be portable if possible (Work on windows for example).

What's the good practice to do that ?