[Python] Fail building parquet binding on Windows

[asfimport]

For some reason I get the following error. I'm not sure why Thrift is needed here:

-- Found the Parquet library: C:/Miniconda3/envs/arrow/Library/lib/parquet.lib
-- THRIFT_HOME:
-- Thrift compiler/libraries NOT found:  (THRIFT_INCLUDE_DIR-NOTFOUND, THRIFT_ST
ATIC_LIB-NOTFOUND). Looked in system search paths.
-- Boost version: 1.66.0
-- Found the following Boost libraries:
--   regex
Added static library dependency boost_regex: C:/Miniconda3/envs/arrow/Library/li
b/libboost_regex.lib
Added static library dependency parquet: C:/Miniconda3/envs/arrow/Library/lib/pa
rquet_static.lib
CMake Error at C:/t/arrow/cpp/cmake_modules/BuildUtils.cmake:88 (message):
  No static or shared library provided for thrift
Call Stack (most recent call first):
  CMakeLists.txt:376 (ADD_THIRDPARTY_LIB)

The thrift-cpp package from conda-forge is installed.

Reporter: Antoine Pitrou / @pitrou
Assignee: Antoine Pitrou / @pitrou

_{Note: This issue was originally created as ARROW-2642. Please see the migration documentation for further details.}

[asfimport]

Uwe Korn / @xhochy:
Just realised that this was about the pyarrow._parquet module. We have the variables PARQUET_BUILD_TOOLCHAIN and ARROW_BUILD_TOOLCHAIN in the C++ builds of the respective artefacts. We currently don't use these variable to set the *_HOME variables in the Python CMake build and thus THRIFT_HOME is empty.

[asfimport]

Antoine Pitrou / @pitrou:
What I don't understand is why Thrift is necessary at this point. libparquet.so is already there and we're going to link  against it, it's just a matter of running Cython and then compiling the generated C++.

[asfimport]

Antoine Pitrou / @pitrou:
Oh, it's because I had set PYARROW_WITH_STATIC_PARQUET=ON (I had simply copied the AppVeyor build scripts). With that set to off it works correctly.