It seems a common practice, should be very smooth now. However, thanks to the GREAT GREAT CSDN, we cannot that easy to find the correct answer. I will post the solution here.
Basically, when you can do python setup.py install with your module.
It probably use from setuptools import setup, change it to import setuptools, and add from distutils.core import setup.
Then, run python setup.py bdist_wheel.
Everything should be fine.