Python - recursively include package data in setup.py

Question

Is it possible to configure setup.py so that package data is included recursively?

For example, is there an equivalent to this:

setup(...,
      packages=['mypkg'],
      package_data={'mypkg': ['data/*.dat']},
      )

which just indicates the folder (possibly with an additional option)?

setup(...,
      packages=['mypkg'],
      package_data={'mypkg': ['data']},
      )

Examples are taken from:

https://docs.python.org/2/distutils/setupscript.html#installing-package-data