While preparing these releases, I decided to give AppVeyor a try, since it can be used for both integration testing on Windows and Python Wheels generation. I managed to do so following these instructions and checking this project example, and I was (almost) all set.
The missing part was to download all those built artifacts (the Python wheels) stored in AppVeyor and upload them to PyPI when I decided to make a release. Uploading the wheels can be easily done using twine, and for downloading the last built artifacts for a given project I created the following simple Python script using requests:
Using it is simple:
appveyor-download --api-token 1234 --user saghul --project pyuv
I hope you find it useful!