title: Pyenv's python is missing bzip2 module
body: <p>I used pyenv to install python 3.8.2 and to create a virtualenv.
  In the virtualenv, I used pipenv to install <code>pandas</code>.</p>
  
  <p>However, when importing pandas, I'm getting the following:</p>
  
  <pre><code>  [...]
    File "/home/luislhl/.pyenv/versions/poc-prefect/lib/python3.8/site-packages/pandas/io/common.py", line 3, in &lt;module&gt;
      import bz2
    File "/home/luislhl/.pyenv/versions/3.8.2/lib/python3.8/bz2.py", line 19, in &lt;module&gt;
      from _bz2 import BZ2Compressor, BZ2Decompressor
  ModuleNotFoundError: No module named '_bz2'
  </code></pre>
  
  <p>After some googling, I found out some people suggesting I rebuild Python from source after installing bzip2 library in my system.</p>
  
  <p>However, after trying installing it with <code>sudo dnf install bzip2-devel</code> I see that I already had it installed.</p>
  
  <p>As far as I know, pyenv builds python from source when installing some version.
  So, why wasn't it capable of including the bzip2 module when building?</p>
  
  <p>How can I manage to rebuild Python using pyenv in order to make bzip2 available?
  I'm in Fedora 30</p>
  
  <p>Thanks in advance</p>
  
  <p><strong>UPDATE</strong>
  I tried installing another version of python with pyenv in verbose mode, to see the compilation output.</p>
  
  <p>There is this message in the end of the compilation:</p>
  
  <pre><code>WARNING: The Python bz2 extension was not compiled. Missing the bzip2 lib?
  </code></pre>
  
  <p>But as I stated before, I checked I already have bzip2 installed in my system. So I don't know what to do.</p>