title: Using setuptools, how can I download external data upon installation?
body: <p>I'd like to create some ridiculously-easy-to-use pip packages for loading common machine-learning datasets in Python. (Yes, some stuff already exists, but I want it to be even simpler.)</p>
  
  <p>What I'd like to achieve is this:</p>
  
  <ul>
  <li>User runs <code>pip install dataset</code></li>
  <li>pip downloads the dataset, say via <code>wget http://mydata.com/data.tar.gz</code>. Note that the data does not reside in the python package itself, but is downloaded from somewhere else.</li>
  <li>pip extracts the data from this file and puts it in the directory that the package is installed in. (This isn't ideal, but the datasets are pretty small, so let's assume storing the data here isn't a big deal.)</li>
  <li>Later, when the user imports my module, the module automatically loads the data from the specific location.</li>
  </ul>
  
  <p>This question is about bullets 2 and 3. Is there a way to do this with setuptools?</p>