I'm not sure what is going on with AppVeyor, but it is failing on the two most recent PRs made. As far as I can tell a wheel is successfully created:
e.g.
C:\projects\pywt\dist\PyWavelets-0.5.0.dev0+da2774a-cp27-cp27m-win32.whl

but pip fails to find the wheel when it attempts to install from it.

From one of the logs on #158

pip install --pre --no-index --find-links dist/ PyWavelets
Ignoring indexes: https://pypi.python.org/simple
Collecting PyWavelets
  Could not find a version that satisfies the requirement PyWavelets (from versions: )
No matching distribution found for PyWavelets
Command exited with code 1

From what I have read, the --pre option we are using should be enabling development versions, so I am not sure what the problem is.