diff --git a/appveyor.yml b/appveyor.yml
index 604236cb..db756228 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -1,4 +1,11 @@
 environment:
+  global:
+    # SDK v7.0 MSVC Express 2008's SetEnv.cmd script will fail if the
+    # /E:ON and /V:ON options are not enabled in the batch script intepreter
+    # See: http://stackoverflow.com/a/13751649/163740
+    CMD_IN_ENV: "cmd /E:ON /V:ON /C .\\appveyor\\run_with_env.cmd"
+
+
   matrix:
   - PYTHON: C:/Python36-x64
     CONDA_INSTALL_LOCN: "C:\\Miniconda36-x64"
@@ -6,9 +13,49 @@ environment:
 init:
   - "ECHO %PYTHON% %PYTHON_VERSION% %PYTHON_ARCH%"
 
+  
 install:
-  - "%PYTHON%\\python.exe -m pip install wheel"
+  # If there is a newer build queued for the same PR, cancel this one.
+  # The AppVeyor 'rollout builds' option is supposed to serve the same
+  # purpose but it is problematic because it tends to cancel builds pushed
+  # directly to master instead of just PR builds (or the converse).
+  # credits: JuliaLang developers.
+  - ps: if ($env:APPVEYOR_PULL_REQUEST_NUMBER -and $env:APPVEYOR_BUILD_NUMBER -ne ((Invoke-RestMethod `
+        https://ci.appveyor.com/api/projects/$env:APPVEYOR_ACCOUNT_NAME/$env:APPVEYOR_PROJECT_SLUG/history?recordsNumber=50).builds | `
+        Where-Object pullRequestId -eq $env:APPVEYOR_PULL_REQUEST_NUMBER)[0].buildNumber) { `
+          throw "There are newer queued builds for this pull request, failing early." }
+  - ECHO "Filesystem root:"
+  - ps: "ls \"C:/\""
+
+  - ECHO "Installed SDKs:"
+  - ps: "ls \"C:/Program Files/Microsoft SDKs/Windows\""
+
+  # Install Python (from the official .msi of https://python.org) and pip when
+  # not already installed.
+  - ps: if (-not(Test-Path($env:PYTHON))) { & appveyor\install.ps1 }
+
+  # Prepend newly installed Python to the PATH of this build (this cannot be
+  # done from inside the powershell script as it would require to restart
+  # the parent CMD process).
+  - "SET PATH=%PYTHON%;%PYTHON%\\Scripts;%PATH%"
+
+  # Check that we have the expected version and architecture for Python
+  - "python --version"
+  - "python -c \"import struct; print(struct.calcsize('P') * 8)\""
+
+  # Upgrade to the latest version of pip to avoid it displaying warnings
+  # about it being out of date.
+  - "python -m pip install --upgrade pip"
+
+  # Install the build dependencies of the project. If some dependencies contain
+  # compiled extensions and are not provided as pre-built wheel packages,
+  # pip will build them from source using the MSVC compiler matching the
+  # target Python version and architecture
   - "%PYTHON%/Scripts/pip.exe install numpy"
   - "%PYTHON%/Scripts/pip.exe install pandas"
   - "%PYTHON%/Scripts/pip.exe install scipy"
 
+test_script:
+  # Run the project tests and store results in .xml log
+  - ps: |
+      &$env:PYTHON\python -m unittest discover tests