Add github actions

.github/workflows/code-quality-main.yaml

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+# Same as `code-quality-pr.yaml` but triggered on commit to main branch
+# and runs on all files (instead of only the changed ones)
+
+name: Code Quality Main
+
+on:
+  push:
+    branches: [main]
+
+jobs:
+  code-quality:
+    runs-on: ubuntu-latest
+
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Set up Python
+        uses: actions/setup-python@v2
+
+      - name: Run pre-commits
+        uses: pre-commit/[email protected]

.github/workflows/code-quality-pr.yaml

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+# This workflow finds which files were changed, prints them,
+# and runs `pre-commit` on those files.
+
+# Inspired by the sktime library:
+# https://github.com/alan-turing-institute/sktime/blob/main/.github/workflows/test.yml
+
+name: Code Quality PR
+
+on:
+  pull_request:
+    branches: [main, "release/*", "dev"]
+
+jobs:
+  code-quality:
+    runs-on: ubuntu-latest
+
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2
+
+      - name: Set up Python
+        uses: actions/setup-python@v2
+
+      - name: Find modified files
+        id: file_changes
+        uses: trilom/[email protected]
+        with:
+          output: " "
+
+      - name: List modified files
+        run: echo '${{ steps.file_changes.outputs.files}}'
+
+      - name: Run pre-commits
+        uses: pre-commit/[email protected]
+        with:
+          extra_args: --files ${{ steps.file_changes.outputs.files}}