BUILD: add bz2, gz to setup.py, xref GH9770

Author: jreback

setup.py

@@ -602,7 +602,7 @@ def pxd(name):
                 ],
       package_data={'pandas.io': ['tests/data/legacy_hdf/*.h5',
                                   'tests/data/legacy_pickle/*/*.pickle',
-                                  'tests/data/*.csv',
+                                  'tests/data/*.csv*',
                                   'tests/data/*.dta',
                                   'tests/data/*.txt',
                                   'tests/data/*.xls',