Prerequisites

Clone Scipy repository

https://github.com/scipy/scipy

git clone https://github.com/scipy/scipy.git

Last known working commit: 3c106e7e032834fcbbc2e5b43b64cf8f8d281e70

Create Site.cfg in Scipy directory

echo "[openblas]" > site.cfg
echo "libraries = openblas" >> site.cfg
echo "library_dirs = <OpenBLAS-Installation/lib>" >> site.cfg
echo "include_dirs = <OpenBLAS-Installation/include>" >> site.cfg

Build Wheel

python setup.by bdist_wheel