For those reading hannosch’s post, I just want to point out that yes, it is possible to run ‘bdist_wininst’ to create a Installer for Windows for your distutils-based package, as long as it does not contain extension modules.

Well, and even if it has extension modules it might actually be possible to build them with the proper tools.

This is possible thanks to the way executables work, which is not as magical as one would think. I don’t have all the details off the top of my head, but it’s pretty much the same as this cookbook example, the only difference as I recall is that instead of a shell script being at the start of the file, it’s a small executable.