python – How do I use cygdb in Conda environment?

I’m trying to run cygdb according to this document. However, the cygdb always seem to find the system python instead of the python of current conda environment, as:

It used the Python interpreter /usr/bin/python
Traceback (most recent call last):
  File "", line 11, in 
ModuleNotFoundError: No module named 'Cython'

How do I force cygdb to use the python interpreter to use the interpreter of current environment? I tried adding -- --interpreter="which python" (this is not quotation but backtick, but I’m not sure how to format it in markdown), but it did not help.