Fix search paths for -p

`-p` is similar to `-m` except that it will recursively typecheck submodules.

Unfortunately the early module walk was being done with search paths that
did not benefit from site_packages for the selected python executable,

which resulted in some packages being typechecked fine with `-m`, but
rejected as `not found` by `-p`.

Fixes #9386

mypy/main.py

@@ -14,7 +14,10 @@
 from mypy import defaults
 from mypy import state
 from mypy import util
-from mypy.modulefinder import BuildSource, FindModuleCache, mypy_path, SearchPaths
+from mypy.modulefinder import (
+    BuildSource, FindModuleCache, SearchPaths,
+    get_site_packages_dirs, mypy_path
+)
 from mypy.find_sources import create_source_list, InvalidSourceList
 from mypy.fscache import FileSystemCache
 from mypy.errors import CompileError
@@ -921,7 +924,16 @@ def set_strict_flags() -> None:
     # Set target.
     if special_opts.modules + special_opts.packages:
         options.build_type = BuildType.MODULE
-        search_paths = SearchPaths((os.getcwd(),), tuple(mypy_path() + options.mypy_path), (), ())
+        # NB: duplicated logic from compute_search_paths
+        if options.python_executable is None:
+            egg_dirs = []  # type: List[str]
+            site_packages = []  # type: List[str]
+        else:
+            egg_dirs, site_packages = get_site_packages_dirs(options.python_executable)
+        search_paths = SearchPaths((os.getcwd(),),
+                                   tuple(mypy_path() + options.mypy_path),
+                                   tuple(egg_dirs + site_packages),
+                                   ())
         targets = []
         # TODO: use the same cache that the BuildManager will
         cache = FindModuleCache(search_paths, fscache, options, special_opts.packages)