wxPython - SetSubMenu() function in wx.MenuItem

import wx


class Example(wx.Frame):

    def __init__(self, *args, **kwargs):
        super(Example, self).__init__(*args, **kwargs)

        self.InitUI()

    def InitUI(self):
        self.locale = wx.Locale(wx.LANGUAGE_ENGLISH)
        self.menubar = wx.MenuBar()
        self.fileMenu = wx.Menu()
        # CREATE MENU 
        self.submenu = wx.Menu()
        self.submenu.Append(wx.ID_ANY, 'ONE')
        self.submenu.Append(wx.ID_ANY, 'TWO')
        self.submenu.Append(wx.ID_ANY, 'THREE')
        self.st = wx.StaticText(self, label ="", pos =(20, 20), 
                                         style = wx.ALIGN_LEFT)
        self.item = wx.MenuItem(None, 1, '&Radio', kind = wx.ITEM_CHECK)

        # SET self.submenu AS SUBMENU FOR self.item MENUITEM
        self.item.SetSubMenu(self.submenu)
        self.fileMenu.Append(self.item)
        self.menubar.Append(self.fileMenu, '&File')
        self.SetMenuBar(self.menubar)
        self.SetSize((350, 250))
        self.SetTitle('Icons and shortcuts')
        self.Centre()

def main():
    app = wx.App()
    ex = Example(None)
    ex.Show()
    app.MainLoop()


if __name__ == '__main__':
    main()