SQLite3 very much does support user-defined aggregate functions, just not with a CREATE AGGREGATE statement. You have to use one of the `sqlite3_create_function*()` C functions[0][1][2] to create a user-defined aggregate function:

  The sixth, seventh and eighth parameters
  passed to the three "sqlite3_create_function*"
  functions, xFunc, xStep and xFinal, are pointers
  to C-language functions that implement the SQL
  function or aggregate. A scalar SQL function
  requires an implementation of the xFunc callback
  only; NULL pointers must be passed as the xStep
  and xFinal parameters. An aggregate SQL function
  requires an implementation of xStep and xFinal
  and NULL pointer must be passed for xFunc. To
  delete an existing SQL function or aggregate,
  pass NULL pointers for all three function
  callbacks.
  
  The sixth, seventh, eighth and ninth parameters
  (xStep, xFinal, xValue and xInverse) passed to
  sqlite3_create_window_function are pointers
  to C-language callbacks that implement the
  new function. xStep and xFinal must both be
  non-NULL. xValue and xInverse may either both be
  NULL, in which case a regular aggregate function
  is created, or must both be non-NULL, in which
  case the new function may be used as either an
  aggregate or aggregate window function. More
  details regarding the implementation of aggregate
  window functions are available here.

Ah, so you do know about the `sqlite3_create_function*()` functions. You don't have to use Python, though you can of course.

  [0] https://sqlite.org/c3ref/create_function.html
  [1] https://sqlite.org/appfunc.html#the_aggregate_function_callbacks
  [2] https://sqlite.org/windowfunctions.html#udfwinfunc*