wxPython: How to set wx.lib.sized_controls.SizedDialog to stay on top of other windows

Question

I wrote a small code to test this:

import wx
import wx.lib.sized_controls as sc

class TestDialog(sc.SizedDialog):
    def __init__(self, parent):
        sc.SizedDialog.__init__(self, parent, title="dialog",
                 style=wx.DEFAULT_DIALOG_STYLE|wx.STAY_ON_TOP)

if __name__ == "__main__":
    app = wx.App()
    myframe = wx.Frame(None, -1, title="frame")
    myframe.Show()
    mydialog = TestDialog(frame)
    mydialog.ShowModal()
    app.MainLoop()  

In which I intend for mydialog to always show on top of all other windows including myframe. I think that is the intention of the style wx.STAY_ON_TOP. However, mydialog show up on top but if I click on myframe, it will cover mydialog, which I don't want. Do you know any solution for this? Thank you.