diff --git a/.github/workflows/python-publish.yml b/.github/workflows/python-publish.yml
index 7f8226f87..46dd9b388 100644
--- a/.github/workflows/python-publish.yml
+++ b/.github/workflows/python-publish.yml
@@ -49,13 +49,9 @@ jobs:
       uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
-    # - name: update gcc
-    #   run: |
-    #     yum install -y centos-release-scl
-    #     yum install -y devtoolset-8-gcc devtoolset-8-gcc-c++
     - name: Install dependencies
       run: |
-        pip install twine
+        python -m pip list
     - name: Build and publish
       run: |
         ls dist
diff --git a/setup.cfg b/setup.cfg
deleted file mode 100644
index b406f824c..000000000
--- a/setup.cfg
+++ /dev/null
@@ -1,3 +0,0 @@
-[metadata]
-name = qlib
-version = attr: qlib.__version__
diff --git a/setup.py b/setup.py
new file mode 100644
index 000000000..d9e338315
--- /dev/null
+++ b/setup.py
@@ -0,0 +1,41 @@
+from setuptools import setup, Extension
+import numpy
+import os
+
+
+def read(rel_path: str) -> str:
+    here = os.path.abspath(os.path.dirname(__file__))
+    with open(os.path.join(here, rel_path), encoding="utf-8") as fp:
+        return fp.read()
+
+
+def get_version(rel_path: str) -> str:
+    for line in read(rel_path).splitlines():
+        if line.startswith("__version__"):
+            delim = '"' if '"' in line else "'"
+            return line.split(delim)[1]
+    raise RuntimeError("Unable to find version string.")
+
+
+NUMPY_INCLUDE = numpy.get_include()
+
+VERSION = get_version("qlib/__init__.py")
+
+
+setup(
+    version=VERSION,
+    ext_modules=[
+        Extension(
+            "qlib.data._libs.rolling",
+            ["qlib/data/_libs/rolling.pyx"],
+            language="c++",
+            include_dirs=[NUMPY_INCLUDE],
+        ),
+        Extension(
+            "qlib.data._libs.expanding",
+            ["qlib/data/_libs/expanding.pyx"],
+            language="c++",
+            include_dirs=[NUMPY_INCLUDE],
+        ),
+    ]
+)