Converting a function with delegate from C# to Python

Question

I have function in C# and i need to write it in python, I dont know how to creata the "new Func<>" I would be happy to get suggestions. this is the C# function:

public static void GetSession(Action<Guid> OnConnect, Action<ISystemMessage> onSystemMessage = null, Action<IPortfolio> onPortfolioUpdate = null)
        {
            var processConnResponse = new Func<ConnectionResponse, Guid?>((res) =>
            {
                SysMsgAct = onSystemMessage;
                PortfolioUpdate = onPortfolioUpdate;
                var sessionId = res.Status == TransConst.ResponseStatus.OK ? res.SessionID : (Guid?)null;
                OnConnect((Guid)sessionId);
                return sessionId;
            });
            var req = GetConnectionRequest(onSystemMessage, onPortfolioUpdate, processConnResponse);
        }

    def GetSession(self,OnConnect,onSystemMessage,onPortfolioUpdate):