Fix test in Py2.

tests/build/cythonize_options.srctree

@@ -9,7 +9,11 @@ from Cython.Build.Dependencies import cythonize
 
 import sys
 from distutils.core import setup
-from io import StringIO
+try:
+    # io.StringIO cannot handle 'str' in Py2
+    from StringIO import StringIO
+except ImportError:
+    from io import StringIO
 
 old_stderr = sys.stderr
 captured = sys.stderr = StringIO()