BUG: Can't be used on Windows

[HaoZeke]

Apart from CI failures for asv:

Successfully built asv
Installing collected packages: asv-runner, asv
ERROR: For req: asv-runner. The wheel 'C:\\Users\\appveyor\\AppData\\Local\\Temp\\1\\pip-unpack-mbw5j90_\\asv_runner-0.0.3-py3-none-any.whl' has a file 'C:\\Miniconda3-x64\\Lib\\site-packages\\asv_runner\\aux.py' trying to install outside the target directory 'C:\\Miniconda3-x64\\Lib\\site-packages'
Command exited with code 1

Trying to check the repo out locally fails with:

PS C:tmp> gh repo clone asv_runner
Cloning into 'asv_runner'...
remote: Enumerating objects: 130, done.
remote: Counting objects: 100% (130/130), done.
remote: Compressing objects: 100% (74/74), done.
remote: Total 130 (delta 63), reused 113 (delta 46), pack-reused 0
Receiving objects: 100% (130/130), 60.48 KiB | 529.00 KiB/s, done.
Resolving deltas: 100% (63/63), done.
error: invalid path 'asv_runner/aux.py'
fatal: unable to checkout working tree
warning: Clone succeeded, but checkout failed.
You can inspect what was checked out with 'git status'
and retry with 'git restore --source=HEAD :/

This is likely because aux is a reserved keyword on Windows.