Cython nie mógł utworzyć pliku PYD bez takiego pliku ani katalogu

Hopefully this will be useful to others experiencing this error. 
After some digging, my problem was due the __init__.py 
file in the same directory. This github issue highlights the potential problem. 
After removing the __init__.py, 
I now get the correct .pyd file in the directory.
Real Raccoon