import os import numpy from setuptools import Extension, setup NUMPY_INCLUDE = numpy.get_include() setup( ext_modules=[ Extension( "qlib.data._libs.rolling", ["qlib/data/_libs/rolling.pyx"], language="c++", include_dirs=[NUMPY_INCLUDE], ), Extension( "qlib.data._libs.expanding", ["qlib/data/_libs/expanding.pyx"], language="c++", include_dirs=[NUMPY_INCLUDE], ), ], )