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threads.h not available on OpenBSD, scipy assumes it is present

See original GitHub issue

My issue is about building scipy on OpenBSD.

Error message:

  creating build/temp.openbsd-6.9-amd64-3.8/build/src.openbsd-6.9-amd64-3.8/build/src.openbsd-6.9-amd64-3.8/scipy/integrate
  compile options: '-DNO_ATLAS_INFO=1 -DHAVE_CBLAS -I/home/dima/sagetrac-mirror/local/include -Ibuild/src.openbsd-6.9-amd64-3.8/build/src.openbsd-6.9-amd64-3.8/scipy/integrate -I/home/dima/sagetrac-mirror/local/
lib/python3.8/site-packages/numpy/core/include -Ibuild/src.openbsd-6.9-amd64-3.8/numpy/distutils/include -I/home/dima/sagetrac-mirror/local/include -I/usr/local/include/python3.8 -c'
  extra options: '-msse -msse2 -msse3'
  clang: build/src.openbsd-6.9-amd64-3.8/scipy/integrate/vodemodule.c
  In file included from build/src.openbsd-6.9-amd64-3.8/scipy/integrate/vodemodule.c:16:
  In file included from build/src.openbsd-6.9-amd64-3.8/build/src.openbsd-6.9-amd64-3.8/scipy/integrate/fortranobject.h:13:
  In file included from /home/dima/sagetrac-mirror/local/lib/python3.8/site-packages/numpy/core/include/numpy/arrayobject.h:4:
  In file included from /home/dima/sagetrac-mirror/local/lib/python3.8/site-packages/numpy/core/include/numpy/ndarrayobject.h:12:
  In file included from /home/dima/sagetrac-mirror/local/lib/python3.8/site-packages/numpy/core/include/numpy/ndarraytypes.h:1944:
  /home/dima/sagetrac-mirror/local/lib/python3.8/site-packages/numpy/core/include/numpy/npy_1_7_deprecated_api.h:17:2: warning: "Using deprecated NumPy API, disable it with "          "#define NPY_NO_DEPRECATED_
API NPY_1_7_API_VERSION" [-W#warnings]
  #warning "Using deprecated NumPy API, disable it with " \
   ^
  build/src.openbsd-6.9-amd64-3.8/scipy/integrate/vodemodule.c:88:10: fatal error: 'threads.h' file not found
  #include <threads.h>
           ^~~~~~~~~~~
  1 warning and 1 error generated.

Scipy/Numpy/Python version information:

building scipy 1.6.3

Python 3.8.8 (default, Apr 19 2021, 10:23:47) 
[Clang 10.0.1 ] on openbsd6
Type "help", "copyright", "credits" or "license" for more information.
>>> import sys, numpy; print(numpy.__version__, sys.version_info)
1.20.3 sys.version_info(major=3, minor=8, micro=8, releaselevel='final', serial=0)