[BLD] enable cython coverage, use cythonize

.coveragerc

@@ -2,6 +2,7 @@
 [run]
 branch = False
 omit = */tests/*
+plugins = Cython.Coverage
 
 [report]
 # Regexes for lines to exclude from consideration
@@ -22,6 +23,7 @@ exclude_lines =
     if __name__ == .__main__.:
 
 ignore_errors = False
+show_missing = True
 
 [html]
 directory = coverage_html_report

pandas/_libs/tslibs/period.pyx

@@ -1655,8 +1655,8 @@ cdef class _Period(object):
         return value
 
     def __setstate__(self, state):
-        self.freq=state[1]
-        self.ordinal=state[2]
+        self.freq = state[1]
+        self.ordinal = state[2]
 
     def __reduce__(self):
         object_state = None, self.freq, self.ordinal

pandas/_libs/src/util.pxd → pandas/_libs/tslibs/util.pxd

@@ -1,4 +1,4 @@
-from numpy cimport ndarray, NPY_C_CONTIGUOUS, NPY_F_CONTIGUOUS
+from numpy cimport ndarray
 cimport numpy as cnp
 cnp.import_array()
 
@@ -64,7 +64,7 @@ cdef inline bint is_datetime64_object(object obj) nogil:
 
 # --------------------------------------------------------------------
 
-cdef extern from "numpy_helper.h":
+cdef extern from "../src/numpy_helper.h":
     void set_array_not_contiguous(ndarray ao)
 
     int assign_value_1d(ndarray, Py_ssize_t, object) except -1
@@ -87,7 +87,7 @@ ctypedef fused numeric:
     cnp.float32_t
     cnp.float64_t
 
-cdef extern from "headers/stdint.h":
+cdef extern from "../src/headers/stdint.h":
     enum: UINT8_MAX
     enum: UINT16_MAX
     enum: UINT32_MAX

pandas/_libs/util.pxd

@@ -0,0 +1 @@
+from tslibs.util cimport *

pandas/_libs/window.pyx

@@ -13,7 +13,7 @@ from numpy cimport ndarray, double_t, int64_t, float64_t
 cnp.import_array()
 
 
-cdef extern from "../src/headers/cmath" namespace "std":
+cdef extern from "src/headers/cmath" namespace "std":
     int signbit(double) nogil
     double sqrt(double x) nogil