You need to run the setup.py in the terminal. This is an example that uses numpy
try: from setuptools import setup from setuptools import Extension except ImportError: from distutils.core import setup from distutils.extension import Extension from Cython.Distutils import build_ext import numpy as np ext_modules = [Extension("my_code_cython",["my_code_cython.pyx"]), Extension("another_code_cython",["another_code_cython.pyx"])] setup( name= 'Generic model class', cmdclass = {'build_ext': build_ext}, include_dirs = [np.get_include()], ext_modules = ext_modules)
In the terminal (cmd on Windows) you need to execute the command
python setup.py build_ext --inplace
It is important that I assume that you have installed the compiler (for example, the Microsoft Visual C ++ compiler package for Python 2.7). You can find more information at https://github.com/cython/cython/wiki/CythonExtensionsOnWindows
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