[Test] Add test for Cython and force rebuild when run setup.py (#2635)

python/setup.py

@@ -105,7 +105,7 @@ def config_cython():
                 library_dirs=library_dirs,
                 libraries=libraries,
                 language="c++"))
-        return cythonize(ret)
+        return cythonize(ret, force=True)
     except ImportError:
         print("WARNING: Cython is not installed, will compile without cython module")
         return []

tests/compute/test_cython.py

+import dgl
+import unittest
+import os
+
+
+@unittest.skipIf(os.name == 'nt', reason='Cython only works on linux')
+def test_cython():
+    import dgl._ffi._cy3.core