"Rolling.pyx" Error when doing "Python setup.py install" on colab

🐛 Bug Description

When using "! python setup.py install" on Colab for installation, I witnessed the following error:

running install
running bdist_egg
running egg_info
writing pyqlib.egg-info/PKG-INFO
writing dependency_links to pyqlib.egg-info/dependency_links.txt
writing entry points to pyqlib.egg-info/entry_points.txt
writing requirements to pyqlib.egg-info/requires.txt
writing top-level names to pyqlib.egg-info/top_level.txt
reading manifest file 'pyqlib.egg-info/SOURCES.txt'
writing manifest file 'pyqlib.egg-info/SOURCES.txt'
installing library code to build/bdist.linux-x86_64/egg
running install_lib
running build_ext
cythoning qlib/data/_libs/rolling.pyx to qlib/data/_libs/rolling.cpp
error: /content/qlib/data/_libs/rolling.pyx

To Reproduce

Steps to reproduce the behavior:

1. Open an empty notebook on Colab
2. "! git clone https://github.com/microsoft/qlib.git && cd qlib"
3. ! python /content/qlib/setup.py install

Expected Behavior

A successful installation

Screenshot

Environment

Note: User could run cd scripts && python collect_info.py all under project directory to get system information
and paste them here directly.

• Qlib version:
• Python version: 3.7.3
• OS (Windows, Linux, MacOS): Ubuntu 18.04.5 LTS

Additional Notes

I have seen a similar error description from issue #80 . However, the method in that issue doesn't seem to work for me. I also have updated my cython and nothing changed.

I have successfully installed qlib through pip. But I hope there is an alternative so that I can use the Dump function (the pip version doesn't contain).

Reproduce the installation in a Colab notebook using setup.py, then inspect qlib/data/_libs/rolling.pyx and the build output around the Cython step. Compare the behavior with issue #80 and collect environment details using scripts/collect_info.py; done means the source checkout installs successfully and the rolling extension builds.