Chris Colbert wrote:

> Is there a way to properly compile everything into a single .pyd,

You can use include statements to split a .pyx into
multiple files, but I wouldn't recommend that, because
it makes it hard for the reader to tell where things
are defined.

Also, separate modules means there's less to recompile
when you change one of the implementation files, and
it seems that compiling a number of small C files can
sometimes be faster than compiling a single large C
file of the same total size.

-- 
Greg
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