Several AppVeyor improvements:

* added very important "-g" switch to cygwin setup command, which means "update cygwin itself", without it package manipulation is not predictable
* moved everything to appveyor.yml
* renamed appveyor.yml to .appveyor.yml

.appveyor.yml

@@ -0,0 +1,22 @@
+version: "cygwin-{build}"
+
+environment:
+  matrix:
+    - ARCH: x86
+      CYGWIN: C:\Cygwin
+      CHOST: i686-w64-mingw32
+      CC: i686-w64-mingw32-gcc
+    - ARCH: x86_64
+      CYGWIN: C:\Cygwin64
+      CHOST: x86_64-w64-mingw32
+      CC: x86_64-w64-mingw32-gcc
+
+build_script:
+  - "%CYGWIN%\\setup-%ARCH%.exe -g -q -P mingw64-i686-openssl,mingw64-x86_64-openssl,cygwin-devel"
+  - "%CYGWIN%\\bin\\bash -lc 'set -eux; cd /cygdrive/c/projects/%APPVEYOR_PROJECT_NAME%; autoreconf -iv; ./configure --prefix=/ --libdir=/lib --host=$CHOST --build=i686-pc-cygwin --program-prefix=\'\'; make'"
+
+artifacts:
+  - path: openvpn-gui.exe
+
+on_failure:
+  - cmd: appveyor PushArtifact config.log

appveyor.sh

@@ -1,19 +0,0 @@
-#!/bin/sh
-autoreconf -iv
-unset CC
-unset CXX
-
-if [ "${ARCH}" = "x86" ]; then 
-	export ABBR="i686" 
-	export CHOST="i686-w64-mingw32"
-fi
-
-if [ "${ARCH}" = "x86_64" ]; then 
-        export ABBR="x86_64"
-	export CHOST="x86_64-w64-mingw32"
-fi
-
-export CC=${ABBR}-w64-mingw32-gcc
-
-./configure --prefix=/ --libdir=/lib --host=$CHOST --build=i686-pc-cygwin --program-prefix=''
-make

appveyor.yml

@@ -1,18 +0,0 @@
-version: "cygwin-{build}"
-
-environment:
-  matrix:
-    - ARCH: x86
-      CYGWIN: C:\Cygwin
-    - ARCH: x86_64
-      CYGWIN: C:\Cygwin64
-
-build_script:
-  - "%CYGWIN%\\setup-%ARCH%.exe -q -P mingw64-i686-openssl,mingw64-x86_64-openssl,cygwin-devel"
-  - "%CYGWIN%\\bin\\bash -lc 'cd /cygdrive/c/projects/%APPVEYOR_PROJECT_NAME% ; ./appveyor.sh'"
-
-artifacts:
-  - path: openvpn-gui.exe
-
-on_failure:
-  - cmd: appveyor PushArtifact config.log