ROS2 using Python with CMakelists gives an error when importing custom message

Error:

ModuleNotFoundError: No module named 'my_server.action'; 'my_server' is not a package

I have the following structure:

my_server/
├── action/
│   └── MyServer.action
├── CMakeLists.txt
├── package.xml
├── setup.py
├── my_server/
│   ├── __init__.py
│   └── my_server.py
└── resource/

Here is my CMakeLists.txt:

cmake_minimum_required(VERSION 3.5)

project(my_server)

# Default to C++14
if(NOT CMAKE_CXX_STANDARD)
  set(CMAKE_CXX_STANDARD 14)
endif()
if(CMAKE_COMPILER_IS_GNUCXX OR CMAKE_CXX_COMPILER_ID MATCHES "Clang")
  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wall -Wextra -Wpedantic" )
endif()

find_package(ament_cmake REQUIRED)
find_package(rosidl_default_generators REQUIRED)
find_package(std_msgs REQUIRED)
find_package(builtin_interfaces REQUIRED)
find_package(action_msgs REQUIRED)

install(PROGRAMS  
  ${PROJECT_NAME}/my_server.py 
  DESTINATION lib/${PROJECT_NAME}
)
   
rosidl_generate_interfaces(${PROJECT_NAME}
  "action/MyServer.action"
  DEPENDENCIES std_msgs action_msgs builtin_interfaces
)


ament_export_dependencies(rosidl_default_runtime)
ament_package()

Here is my package.xml:

<?xml version="1.0"?>
<?xml-model href="http://download.ros.org/schema/package_format3.xsd" schematypens="http://www.w3.org/2001/XMLSchema"?>
<package format="3">
  <name>my_server</name>
  <version>0.0.0</version>
  <description>TODO: Package description</description>
  <license>TODO: License declaration</license>


  <buildtool_depend>ament_cmake</buildtool_depend>
  <buildtool_depend>rosidl_default_generators</buildtool_depend>

  <build_depend>std_msgs</build_depend>
  <build_depend>action_msgs</build_depend>

  <exec_depend>rosidl_default_runtime</exec_depend>
  <exec_depend>std_msgs</exec_depend>
  <exec_depend>action_msgs</exec_depend>

  <member_of_group>rosidl_interface_packages</member_of_group>

  <export>
    <build_type>ament_cmake</build_type>
  </export>
</package>

setup.py:

from setuptools import find_packages, setup

package_name = 'my_server'

setup(
    name=package_name,
    version='0.0.0',
    packages=find_packages(exclude=['test']),
    data_files=[
        ('share/ament_index/resource_index/packages',
            ['resource/' + package_name]),
        ('share/' + package_name, ['package.xml']),
    ],
    install_requires=['setuptools'],
    zip_safe=True,
    maintainer='abc',
    maintainer_email='meme',
    description='TODO: Package description',
    license='TODO: License declaration',
    tests_require=['pytest'],
    entry_points={
        'console_scripts': [
            'my_server = my_server.my_server:main',
        ],
    },
)

MyServer.action:

int32 step
---
int32 final
---
int32 feedback 

How it's called in my_server.py:

from my_server.action import MyServer

I would really appreciate your help.