错误原因是：
在配置文件CommonSettings.props中，配置的IncludePath目录下找不到numpy/arrayobject.h，
解决方法：
找到numpy/arrayobject.h所在的目录，比如我的是在：D:\anaconda2\pkgs\numpy-base-1.16.5-py27hb1d0314_0\Lib\site-packages\numpy\core\include目录下，
然后修改配置：
<PropertyGroup Condition="'$(PythonSupport)'=='true'">
<!--<PythonDir>C:\Miniconda2\</PythonDir>-->
<PythonDir>D:\anaconda2\pkgs\python-2.7.16-hcb6e200_0\</PythonDir>
<PythonNumpyDir>D:\anaconda2\pkgs\numpy-base-1.16.5-py27hb1d0314_0\Lib\site-packages\numpy\core\include</PythonNumpyDir>
<LibraryPath>$(PythonDir)\libs;$(LibraryPath)</LibraryPath>
<IncludePath>$(PythonNumpyDir);$(PythonDir)\include;$(IncludePath)</IncludePath>
</PropertyGroup>