pandas does not build
The repo seems to be missing a file called pandas/index.c. 

Build log, on a Debian GNU/Linux system:

$ python setup.py build
running build
running build_py
creating build/lib.linux-x86_64-2.7
creating build/lib.linux-x86_64-2.7/pandas
copying pandas/version.py -> build/lib.linux-x86_64-2.7/pandas
copying pandas/**init**.py -> build/lib.linux-x86_64-2.7/pandas
copying pandas/info.py -> build/lib.linux-x86_64-2.7/pandas
creating build/lib.linux-x86_64-2.7/pandas/compat
copying pandas/compat/**init**.py -> build/lib.linux-x86_64-2.7/pandas/compat
copying pandas/compat/scipy.py -> build/lib.linux-x86_64-2.7/pandas/compat
creating build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/config_init.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/sparse.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/format.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/frame.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/matrix.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/categorical.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/api.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/reshape.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/internals.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/panelnd.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/panel4d.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/strings.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/**init**.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/algorithms.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/indexing.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/datetools.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/nanops.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/groupby.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/config.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/panel.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/daterange.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/index.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/generic.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/common.py -> build/lib.linux-x86_64-2.7/pandas/core
copying pandas/core/series.py -> build/lib.linux-x86_64-2.7/pandas/core
creating build/lib.linux-x86_64-2.7/pandas/io
copying pandas/io/**init**.py -> build/lib.linux-x86_64-2.7/pandas/io
copying pandas/io/ga.py -> build/lib.linux-x86_64-2.7/pandas/io
copying pandas/io/parsers.py -> build/lib.linux-x86_64-2.7/pandas/io
copying pandas/io/date_converters.py -> build/lib.linux-x86_64-2.7/pandas/io
copying pandas/io/data.py -> build/lib.linux-x86_64-2.7/pandas/io
copying pandas/io/auth.py -> build/lib.linux-x86_64-2.7/pandas/io
copying pandas/io/pytables.py -> build/lib.linux-x86_64-2.7/pandas/io
copying pandas/io/sql.py -> build/lib.linux-x86_64-2.7/pandas/io
creating build/lib.linux-x86_64-2.7/pandas/rpy
copying pandas/rpy/base.py -> build/lib.linux-x86_64-2.7/pandas/rpy
copying pandas/rpy/**init**.py -> build/lib.linux-x86_64-2.7/pandas/rpy
copying pandas/rpy/mass.py -> build/lib.linux-x86_64-2.7/pandas/rpy
copying pandas/rpy/vars.py -> build/lib.linux-x86_64-2.7/pandas/rpy
copying pandas/rpy/common.py -> build/lib.linux-x86_64-2.7/pandas/rpy
creating build/lib.linux-x86_64-2.7/pandas/sandbox
copying pandas/sandbox/**init**.py -> build/lib.linux-x86_64-2.7/pandas/sandbox
copying pandas/sandbox/qtpandas.py -> build/lib.linux-x86_64-2.7/pandas/sandbox
creating build/lib.linux-x86_64-2.7/pandas/sparse
copying pandas/sparse/frame.py -> build/lib.linux-x86_64-2.7/pandas/sparse
copying pandas/sparse/api.py -> build/lib.linux-x86_64-2.7/pandas/sparse
copying pandas/sparse/**init**.py -> build/lib.linux-x86_64-2.7/pandas/sparse
copying pandas/sparse/list.py -> build/lib.linux-x86_64-2.7/pandas/sparse
copying pandas/sparse/panel.py -> build/lib.linux-x86_64-2.7/pandas/sparse
copying pandas/sparse/array.py -> build/lib.linux-x86_64-2.7/pandas/sparse
copying pandas/sparse/series.py -> build/lib.linux-x86_64-2.7/pandas/sparse
creating build/lib.linux-x86_64-2.7/pandas/sparse/tests
copying pandas/sparse/tests/test_list.py -> build/lib.linux-x86_64-2.7/pandas/sparse/tests
copying pandas/sparse/tests/test_sparse.py -> build/lib.linux-x86_64-2.7/pandas/sparse/tests
copying pandas/sparse/tests/test_libsparse.py -> build/lib.linux-x86_64-2.7/pandas/sparse/tests
copying pandas/sparse/tests/**init**.py -> build/lib.linux-x86_64-2.7/pandas/sparse/tests
copying pandas/sparse/tests/test_array.py -> build/lib.linux-x86_64-2.7/pandas/sparse/tests
creating build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/plm.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/api.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/interface.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/moments.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/ols.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/var.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/**init**.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/misc.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/math.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/common.py -> build/lib.linux-x86_64-2.7/pandas/stats
copying pandas/stats/fama_macbeth.py -> build/lib.linux-x86_64-2.7/pandas/stats
creating build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/compat.py -> build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/py3compat.py -> build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/counter.py -> build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/**init**.py -> build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/decorators.py -> build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/testing.py -> build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/misc.py -> build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/clipboard.py -> build/lib.linux-x86_64-2.7/pandas/util
copying pandas/util/terminal.py -> build/lib.linux-x86_64-2.7/pandas/util
creating build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_multilevel.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_panelnd.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_reshape.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_internals.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_series.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_panel.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_common.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_panel4d.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_algos.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_factor.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/**init**.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_tseries.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_index.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_stats.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_ndframe.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_groupby.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_graphics.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_strings.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_config.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_frame.py -> build/lib.linux-x86_64-2.7/pandas/tests
copying pandas/tests/test_format.py -> build/lib.linux-x86_64-2.7/pandas/tests
creating build/lib.linux-x86_64-2.7/pandas/tools
copying pandas/tools/plotting.py -> build/lib.linux-x86_64-2.7/pandas/tools
copying pandas/tools/describe.py -> build/lib.linux-x86_64-2.7/pandas/tools
copying pandas/tools/tile.py -> build/lib.linux-x86_64-2.7/pandas/tools
copying pandas/tools/**init**.py -> build/lib.linux-x86_64-2.7/pandas/tools
copying pandas/tools/util.py -> build/lib.linux-x86_64-2.7/pandas/tools
copying pandas/tools/merge.py -> build/lib.linux-x86_64-2.7/pandas/tools
copying pandas/tools/pivot.py -> build/lib.linux-x86_64-2.7/pandas/tools
creating build/lib.linux-x86_64-2.7/pandas/tools/tests
copying pandas/tools/tests/test_merge.py -> build/lib.linux-x86_64-2.7/pandas/tools/tests
copying pandas/tools/tests/**init**.py -> build/lib.linux-x86_64-2.7/pandas/tools/tests
copying pandas/tools/tests/test_tile.py -> build/lib.linux-x86_64-2.7/pandas/tools/tests
copying pandas/tools/tests/test_pivot.py -> build/lib.linux-x86_64-2.7/pandas/tools/tests
copying pandas/tools/tests/test_tools.py -> build/lib.linux-x86_64-2.7/pandas/tools/tests
creating build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/frequencies.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/plotting.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/api.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/offsets.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/interval.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/tools.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/**init**.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/converter.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/util.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/resample.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/period.py -> build/lib.linux-x86_64-2.7/pandas/tseries
copying pandas/tseries/index.py -> build/lib.linux-x86_64-2.7/pandas/tseries
creating build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_frequencies.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_util.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_offsets.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_daterange.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_timeseries.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_plotting.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_period.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/**init**.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_cursor.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_resample.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_converter.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
copying pandas/tseries/tests/test_timezones.py -> build/lib.linux-x86_64-2.7/pandas/tseries/tests
creating build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test_excel.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test_ga.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/**init**.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test_cparser.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test_yahoo.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test_pytables.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test_parsers.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test_sql.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test_date_converters.py -> build/lib.linux-x86_64-2.7/pandas/io/tests
creating build/lib.linux-x86_64-2.7/pandas/stats/tests
copying pandas/stats/tests/test_math.py -> build/lib.linux-x86_64-2.7/pandas/stats/tests
copying pandas/stats/tests/test_fama_macbeth.py -> build/lib.linux-x86_64-2.7/pandas/stats/tests
copying pandas/stats/tests/test_moments.py -> build/lib.linux-x86_64-2.7/pandas/stats/tests
copying pandas/stats/tests/test_ols.py -> build/lib.linux-x86_64-2.7/pandas/stats/tests
copying pandas/stats/tests/**init**.py -> build/lib.linux-x86_64-2.7/pandas/stats/tests
copying pandas/stats/tests/test_var.py -> build/lib.linux-x86_64-2.7/pandas/stats/tests
copying pandas/stats/tests/common.py -> build/lib.linux-x86_64-2.7/pandas/stats/tests
copying pandas/io/tests/legacy_table.h5 -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/legacy.h5 -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test1.csv -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test2.csv -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/utf16_ex.txt -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test2.xls -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test.xls -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test3.xls -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/test.xlsx -> build/lib.linux-x86_64-2.7/pandas/io/tests
copying pandas/io/tests/salary.table -> build/lib.linux-x86_64-2.7/pandas/io/tests
creating build/lib.linux-x86_64-2.7/pandas/tests/data
copying pandas/tests/data/mindex_073.pickle -> build/lib.linux-x86_64-2.7/pandas/tests/data
copying pandas/tests/data/multiindex_v1.pickle -> build/lib.linux-x86_64-2.7/pandas/tests/data
copying pandas/tests/data/iris.csv -> build/lib.linux-x86_64-2.7/pandas/tests/data
copying pandas/tests/data/unicode_series.csv -> build/lib.linux-x86_64-2.7/pandas/tests/data
copying pandas/tools/tests/cut_data.csv -> build/lib.linux-x86_64-2.7/pandas/tools/tests
creating build/lib.linux-x86_64-2.7/pandas/tseries/tests/data
copying pandas/tseries/tests/data/daterange_073.pickle -> build/lib.linux-x86_64-2.7/pandas/tseries/tests/data
copying pandas/tseries/tests/data/series.pickle -> build/lib.linux-x86_64-2.7/pandas/tseries/tests/data
copying pandas/tseries/tests/data/frame.pickle -> build/lib.linux-x86_64-2.7/pandas/tseries/tests/data
copying pandas/tseries/tests/data/series_daterange0.pickle -> build/lib.linux-x86_64-2.7/pandas/tseries/tests/data
running build_ext
building 'pandas.index' extension
gcc -pthread -fno-strict-aliasing -DNDEBUG -g -fwrapv -O2 -Wall -Wstrict-prototypes -fPIC -I/usr/lib/pymodules/python2.7/numpy/core/include -Ipandas/src/klib -Ipandas/src -I/usr/include/python2.7 -c pandas/index.c -o build/temp.linux-x86_64-2.7/pandas/index.o
gcc: error: pandas/index.c: No such file or directory
gcc: fatal error: no input files
compilation terminated.
error: command 'gcc' failed with exit status 4

I can reproduce the problem on Windows, but I imagine you're happier with a bug report on Debian.
