$ rm -rf src/streamlink.egg-info build/lib
...

$ ./script/build-shell-completions.sh
Completions for bash written to /home/basti/repos/streamlink/completions/bash/streamlink
Completions for zsh written to /home/basti/repos/streamlink/completions/zsh/_streamlink

$ python setup.py clean sdist bdist_wheel
...

$ bsdtar tf dist/streamlink-2.4.0+92.g54356a0.tar.gz | grep -E 'bash|zsh'
streamlink-2.4.0+92.g54356a0/completions/bash/
streamlink-2.4.0+92.g54356a0/completions/bash/streamlink
streamlink-2.4.0+92.g54356a0/completions/zsh/
streamlink-2.4.0+92.g54356a0/completions/zsh/_streamlink

$ bsdtar tf dist/streamlink-2.4.0+92.g54356a0-py3-none-any.whl | grep -E 'bash|zsh'
streamlink-2.4.0+92.g54356a0.data/data/share/bash-completion/completions/streamlink
streamlink-2.4.0+92.g54356a0.data/data/share/zsh/site-functions/_streamlink