add urllib3 needed for openblas_support

Author: mattip

.appveyor.yml

@@ -113,7 +113,7 @@ install:
       ls $destination
 
   # Upgrade to the latest pip, setuptools, and wheel.
-  - python -m pip install -U pip setuptools wheel
+  - python -m pip install -U pip setuptools wheel urllib3
 
   # Install build requirements.
   - pip install "%CYTHON_BUILD_DEP%" --install-option="--no-cython-compile"

config.sh

@@ -18,6 +18,7 @@ function build_wheel {
 
 function build_libs {
     # Use the same incantation as numpy/tools/travis-before-install.sh
+    python -mpip install urllib3
     target=$(python numpy/tools/openblas_support.py)
     $use_sudo cp -r $target/lib/* /usr/local/lib
     $use_sudo cp $target/include/* /usr/local/include