Fix the non cython build for cpp extensions
- [ ] closes #19668
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

cc @TomAugspurger @jreback 

This _should_ fix the problem with building with a non Cython environment. The problem is that we assume extensions are C everywhere and I didn't realize that this was a test path.

Also setup.py might be in need of a rethink, there's a lot of special conditions that I think could be cleaned up with some better formatting. 
Hello @hexgnu! Thanks for updating the PR.



Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on February 19, 2018 at 23:38 Hours UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19707?src=pr&el=h1) Report
> Merging [#19707](https://codecov.io/gh/pandas-dev/pandas/pull/19707?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/21dbe7ac61b2ec5b5248051c80937d59f226c57e?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19707/graphs/tree.svg?token=eZ4WkYLtcO&width=650&src=pr&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/19707?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19707      +/-   ##
==========================================
+ Coverage    91.6%    91.6%   +<.01%     
==========================================
  Files         150      150              
  Lines       48864    48862       -2     
==========================================
- Hits        44763    44762       -1     
+ Misses       4101     4100       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.98% <ø> (ø)` | :arrow_up: |
| #single | `41.75% <ø> (-0.03%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19707?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/19707/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.16% <0%> (-0.07%)` | :arrow_down: |
| [pandas/core/indexes/category.py](https://codecov.io/gh/pandas-dev/pandas/pull/19707/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9jYXRlZ29yeS5weQ==) | `97.27% <0%> (-0.04%)` | :arrow_down: |
| [pandas/core/arrays/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/19707/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2NhdGVnb3JpY2FsLnB5) | `94.89% <0%> (-0.02%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/19707/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `66.95% <0%> (ø)` | :arrow_up: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/19707/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.45% <0%> (ø)` | :arrow_up: |
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/19707/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `94.56% <0%> (+0.09%)` | :arrow_up: |
| [pandas/core/ops.py](https://codecov.io/gh/pandas-dev/pandas/pull/19707/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvb3BzLnB5) | `96.83% <0%> (+0.21%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19707?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19707?src=pr&el=footer). Last update [21dbe7a...42a80c3](https://codecov.io/gh/pandas-dev/pandas/pull/19707?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @chris-b1 do you have any experience with Cython and cpp? Does this look OK to you? The pip build stuff looks OK here: https://travis-ci.org/pandas-dev/pandas/jobs/341700234#L2422 One question, but this looks good to me.  @hexgnu, certainly welcome any refactoring of `setup.py`, @jbrockmendel has also been doing some work in that direction, see for instance #19484 This seems OK. Any objections @jreback? It'd be good to get that build going on Travis again. K I moved msgpack building into the same loop and added a comment. thanks. hopefully this fixes the pip build.