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I was trying to compile a simple .pyx file using Cython.

print("hello")

Here's my setup.py:

from distutils.core import setup
from Cython.Build import cythonize

setup(
    ext_modules = cythonize("hello.pyx")
)

Then I run the command.

python setup.py build_ext --inplace

The error is shown below. I've struggled on googling it but found nothing helpful.

    running build_ext
    building 'hello' extension
    C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\BIN\cl.exe /c /nologo /Ox /W3 /GL /DNDEBUG /MD
-IC:\Users\Jackie\AppData\Local\Continuum\Anaconda3\include -IC:\Users\Jackie\AppData\Local\Continuum\Anaconda3\include "-IC:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\INCLUDE"
"-IC:\Program Files (x86)\Windows Kits\10\include\wdf\ucrt"
"-IC:\Program Files (x86)\Windows Kits\NETFXSDK\4.6\include\um"
"-IC:\Program Files (x86)\Windows Kits\8.1\include\shared"
"-IC:\Program Files (x86)\Windows Kits\8.1\include\um" "-IC:\Program
Files (x86)\Windows Kits\8.1\include\winrt" /Tchello.c
/Fobuild\temp.win32-3.5\Release\hello.obj  
    hello.c
    c:\users\jackie\appdata\local\continuum\anaconda3\include\pyconfig.h(68):
fatal error C1083: Cannot open include file: 'io.h': No such file or
directory  
    error: command 'C:\\Program Files (x86)\\Microsoft Visual Studio 14.0\\VC\\BIN\\cl.exe' failed with exit status 2

Can someone help me to resolve the error, please?

I have Anaconda3 4.1.1, Python 3.5, and Visual Studio Express 2015 installed.

Download visual studio build tools and install

1. Visual C++ Build tools core features.
2. VC++ 2017 v141 toolset (x86,x64)
3. Visual C++ 2017 Redistributable Update
4. Windows 10 SDK (10.0.16299.0) for Desktop C++