I have made a simple keylogger program in python. The program works perfectly with Python Interpreter. Then, I converted it into an executable using cx_freeze.
This problem was discovered after the release of cx_Freeze 5.0 and has since been resolved in the source. A new release will be made in the next week or two but in the meantime you can simply copy the file cx_Freeze/hooks.py from the source to your installation. The source can be found here:
https://bitbucket.org/anthony_tuininga/cx_freeze/src/