[Add] custom monkey path for CCompiler

setup.py

@@ -22,6 +22,35 @@ import sys
 
 from setuptools import Extension, find_packages, setup
 
+
+# https://stackoverflow.com/a/13176803
+# monkey-patch for parallel compilation
+def parallelCCompile(self, sources, output_dir=None, macros=None, include_dirs=None, debug=0,
+                     extra_preargs=None, extra_postargs=None, depends=None):
+    # those lines are copied from distutils.ccompiler.CCompiler directly
+    macros, objects, extra_postargs, pp_opts, build = self._setup_compile(output_dir, macros,
+                                                                          include_dirs, sources,
+                                                                          depends, extra_postargs)
+    cc_args = self._get_cc_args(pp_opts, debug, extra_preargs)
+    # parallel code
+    N = 2  # number of parallel compilations
+    import multiprocessing.pool
+    def _single_compile(obj):
+        try:
+            src, ext = build[obj]
+        except KeyError:
+            return
+        self._compile(obj, src, ext, cc_args, extra_postargs, pp_opts)
+
+    # convert to list, imap is evaluated on-demand
+    list(multiprocessing.pool.ThreadPool(N).imap(_single_compile, objects))
+    return objects
+
+
+import distutils.ccompiler
+
+distutils.ccompiler.CCompiler.compile = parallelCCompile
+
 with open("vnpy/__init__.py", "rb") as f:
     version_line = re.search(
         r"__version__\s+=\s+(.*)", f.read().decode("utf-8")