Just for the reference.
I managed to build this project. I used Meld to check out differences between the files cmake generated for Code::Blocks (cmake with -G "CodeBlocks - Unix Makefiles") and files generated by cmake in command line and besides a lot of differences regarding Code::Blocks I found out that in CMakeCache.txt for CB there is this libpython2.7a used and in CMakeCache.txt generated in command line there is libpython2.7.so
I changed this .a to .so and the project builds fine.
Thanks all for help.