Make a binary wheel for pip, from within conda environment

Question

I want to use the library fbprophet for python, on Windows 64 bits. It depends on pystan, which is hard to install on windows (on Linux, a simple "pip install pystan" was enough). On the doc, they explain how to install it in a conda environment, thanks to the mingw compiler installed via conda.

I really need to install it from pip in a standard (non conda) environment, so I was wondering how to build a wheel from within my conda environment, in order to install it into my normal environment.

I tried (in the conda env) to do so :

pip wheel pystan

It created 3 files :

• Cython-0.29.15-cp37-cp37m-win_amd64.whl
• numpy-1.18.1-cp37-cp37m-win_amd64.whl
• pystan-2.19.1.1-cp37-cp37m-win_amd64.whl

But in the normal env, "pip install pystan-2.19.1.1-cp37-cp37m-win_amd64.whl" is not working.

pip install wheels\pystan-2.19.1.1-cp37-cp37m-win_amd64.whl

It says it is successful :

Successfully installed pystan-2.19.1.1

But when I try to import it, I get the same error :

>>> import pystan
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "[...]\lib\site-packages\pystan\__init__.py", line 9, in <module>
    from pystan.api import stanc, stan
  File "[...]\lib\site-packages\pystan\api.py", line 13, in <module>
    import pystan._api  # stanc wrapper
ImportError: DLL load failed: Le module spécifié est introuvable.

Which is the same error I get when installing from Pypi directly ("pip install pystan") on windows. I guess I do something wrong when building the wheel, in fact I don't see where is the built DLL, neither in the wheel nor in the conda environment dirs.

Could some Python Wheel expert help me ? :-)