Add the option to specify the directory for output files

Cython/Build/Dependencies.py

@@ -627,6 +627,14 @@ def cythonize(module_list, exclude=[], nthreads=0, aliases=None, quiet=False, fo
         new_sources = []
         for source in m.sources:
             base, ext = os.path.splitext(source)
+            if hasattr(options, 'build_dir'):
+                base = os.path.join(options.build_dir, base)
+                input_dir = os.path.dirname(source)
+                output_dir = os.path.dirname(base)
+                if not os.path.isdir(output_dir):
+                    os.makedirs(output_dir)
+                for header in extended_iglob(os.path.join(input_dir, '*.h')):
+                    shutil.copy(header, output_dir)
             if ext in ('.pyx', '.py'):
                 if m.language == 'c++':
                     c_file = base + '.cpp'