gdb.error: "define PI" is not a prefix command.

The following shows the issue quite well:

(gdb) macro define PI1 (3.1415926)
(gdb) print PI1
$1 = 3.1415926000000001
(gdb) py gdb.execute("print PI1", True, False)
$2 = 3.1415926000000001
(gdb) py gdb.execute("macro define PI2 (3.1415926)", True, False)
Traceback (most recent call last):
   File "<string>", line 1, in <module>
gdb.error: "define PI2" is not a prefix command.
Error while executing Python code.
(gdb) print PI2
No symbol "PI2" in current context.

This is happening with GDB 8.2, Python 3.6.8.

It did work with GDB 7.6:

(gdb) macro define PI1 (3.1415926)
(gdb) print PI1
$1 = 3.1415925999999996
(gdb) py gdb.execute("print PI1", True, False)
$2 = 3.1415925999999996
(gdb) py gdb.execute("macro define PI2 (3.1415926)", True, False)
(gdb) print PI2
$3 = 3.1415925999999996
(gdb) py gdb.execute("print PI1", True, False)
$24 = 3.1415925999999996

I've thought that this was related to the different python version 
(2.7.5 on GDB 7.6), but it isn't. After building GDB 11.1 on the test 
machine (same Python, obviously) it also works there.


Question:
Is there any way to execute this command with Python in GDB 8.2
(= without upgrading GDB)?

Thanks for any pointers / ideas,
Simon