:: site.cfg should not be defined here.  It is provided by blas devel packages (either mkl-devel or openblas-devel)

COPY %PREFIX%\site.cfg site.cfg

python setup.py install
if errorlevel 1 exit 1

COPY %RECIPE_DIR%\f2py.bat %PREFIX%\Scripts

COPY %PREFIX%\site.cfg %SP_DIR%\numpy\distutils