BUG: setup.py does not allow equal filenames in *different* directories
Is it possible to write tests for setup.py?
## Setup

```
touch pandas/period.pyx
```

and put this in your `setup.py`'s ext_data:

``` python
    period=dict(pyxfile='period'),
```
## Before PR

``` bash
python setup.py build_ext --inplace
rm -rf pandas/period.c
python setup.py build_ext --inplace
python setup.py clean 
ls -l pandas/period.c
# -rw-rw-r-- 1 brandon brandon 48253 Feb  4 15:27 pandas/period.c
```

`period.c` still exists after cleaning.
## After PR

``` bash
python setup.py build_ext --inplace
rm -rf pandas/period.c
python setup.py build_ext --inplace
python setup.py clean
ls -l pandas/period.c   
# ls: cannot access pandas/period.c: No such file or directory
```

you _could_ write tests for `setup.py` in that you could assert existance of certain files known to be there. It would guard against a file being removed that is known (e.g. `period.c` which _should_ be there), but, if a new file were added then it couldn't assert for that (e.g. say you added a module which add `foo.c`), so would be a bit tricky to keep the tests in sync.

So kind of +/- 0 on this.
 @jreback gotcha. thanks for the input on testing.
 @blbradley thanks for this
 @jreback That was the easy one. :smirk:
