Have received several questions about this, I'll let the code speak.
import bpy
import math
from math import cos, sin, pi
from mathutils import Vector
tau = 2 * pi
w = 1
num_points = 50
amp = lambda i: 5 if (i % 2) else 7
pos = lambda f, i: f(i/num_points*tau) * amp(i)
listOfVectors = [(pos(sin, i), pos(cos, i), 0) for i in range(num_points)]
def MakePolyLine(objname, curvename, cList):
curvedata = bpy.data.curves.new(name=curvename, type='CURVE')
curvedata.dimensions = '3D'
objectdata = bpy.data.objects.new(objname, curvedata)
objectdata.location = (0, 0, 0)
bpy.context.scene.objects.link(objectdata)
polyline = curvedata.splines.new('NURBS')
polyline.points.add(len(cList)-1)
for num in range(len(cList)):
polyline.points[num].co = (cList[num])+(w,)
polyline.order_u = len(polyline.points)-1
polyline.use_endpoint_u = True
polyline.use_cyclic_u = True
MakePolyLine("NameOfMyCurveObject", "NameOfMyCurve", listOfVectors)