Run pytest with different Python versions in GitHub actions

[LucyJimenez]

xref: #1036
On this PR:

• Add matrix python versions
• Separate test and flake8 on different builds.

[datapythonista]

Thanks for working on this. Looks good, added some minor things.

[datapythonista]

Just the first and the last versions should be enough. Too many builds add noise and consume resources. Or we may want to add something else to the matrix (like CPython/PyPy), and then the matrix will explode (like 8 builds just for that change.

[datapythonista]

I think it's probably better to have flake8 and pytest in separate builds. Doesn't make so much sense to test flake8 in different Python versions.

[alimcmaster1]

Agree perhaps we could use precommit similar to pandas? https://github.com/pandas-dev/pandas/blob/main/.github/workflows/code-checks.yml#L35 but also happy to not overcomplicate things for now

[LucyJimenez]

Thank you for the recommendations, I’m going to implement it.

[datapythonista]

Thanks @LucyJimenez, added some comments.

[datapythonista]

Just tests should be enough. To show that it's not pypy we should say CPython, but pypy is likely to be in the matrix, so better to just name this tests

[LucyJimenez]

You are right! I changed it.

[LucyJimenez]

Additional data that could be interesting about the test:

• CI Py2.7 201 passed, 15 skipped in 466.88s (0:07:46)
• CI Py3.10 201 passed, 15 skipped, 2 warnings in 551.07s (0:09:11)
• Appveyor 168 passed, 48 skipped in 1259.22s (0:20:59)

[datapythonista]

Thanks @LucyJimenez, really nice