Extensions (#962)

* start to fix extensions

* mostly fixed extensions

* fix extension build

* couple more nits

examples/extensions/README.md

@@ -0,0 +1,18 @@
+
+## Build the extensions
+
+```
+pip install -e .
+```
+
+For faster builds during development, you can also pre-install the requirements:
+
+```
+pip install -r requirements.txt
+```
+
+And then run:
+
+```
+python setup.py build_ext -j8 --inplace
+```