At the moment we have the script ci/lint.sh for validating PEP-8 and other linting. The script has several validations in the form of:

   echo "Linting *.py"
    flake8 pandas --filename=*.py --exclude pandas/_libs/src --ignore=C406,C408,C409,E402,E731,E741,W503
    if [ $? -ne "0" ]; then
        RET=1
    fi

If I'm not wrong, moving all those to the azure-pipelines configuration would have two advantages.

First, the code would be simpler, as all the bash stuff would be automatically managed, and we'ld simply have:

  - script: flake8 pandas --filename=*.py --exclude pandas/_libs/src --ignore=C406,C408,C409,E402,E731,E741,W503
displayName: 'Linting *.py'

Second is that when one of those fails, it'll be faster to see which is the reason for the fail in the azure pipeline dashboard, instead of having to go into the details of the travis log.

Does this make sense? @jreback @TomAugspurger @chrisrpatterson @jeremyepling