CI: Move Windows build from Azure to GHA (#46960)

Author: mroeschke

.github/actions/build_pandas/action.yml

@@ -12,6 +12,9 @@ runs:
 
     - name: Build Pandas
       run: |
-        python setup.py build_ext -j 2
+        python setup.py build_ext -j $N_JOBS
         python -m pip install -e . --no-build-isolation --no-use-pep517 --no-index
       shell: bash -el {0}
+      env:
+        # Cannot use parallel compilation on Windows, see https://github.com/pandas-dev/pandas/issues/30873
+        N_JOBS: ${{ runner.os == 'Windows' && 1 || 2 }}

.github/workflows/posix.yml

@@ -180,7 +180,6 @@ jobs:
       run: ci/run_tests.sh
       # TODO: Don't continue on error for PyPy
       continue-on-error: ${{ env.IS_PYPY == 'true' }}
-      if: always()
 
     - name: Build Version
       run: conda list

.github/workflows/windows.yml

@@ -0,0 +1,75 @@
+name: Windows
+
+on:
+  push:
+    branches:
+      - main
+      - 1.4.x
+  pull_request:
+    branches:
+      - main
+      - 1.4.x
+    paths-ignore:
+      - "doc/**"
+
+env:
+  PANDAS_CI: 1
+  PYTEST_TARGET: pandas
+  PYTEST_WORKERS: auto
+  PATTERN: "not slow and not db and not network and not single_cpu"
+
+
+jobs:
+  pytest:
+    runs-on: windows-latest
+    defaults:
+      run:
+        shell: bash -el {0}
+    timeout-minutes: 90
+    strategy:
+      matrix:
+        env_file: [actions-38.yaml, actions-39.yaml, actions-310.yaml]
+      fail-fast: false
+    concurrency:
+      # https://github.community/t/concurrecy-not-work-for-push/183068/7
+      group: ${{ github.event_name == 'push' && github.run_number || github.ref }}-${{ matrix.env_file }}-windows
+      cancel-in-progress: true
+
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v3
+      with:
+        fetch-depth: 0
+
+    - name: Install Dependencies
+      uses: conda-incubator/[email protected]
+      with:
+        mamba-version: "*"
+        channels: conda-forge
+        activate-environment: pandas-dev
+        channel-priority: strict
+        environment-file: ci/deps/${{ matrix.env_file }}
+        use-only-tar-bz2: true
+
+    - name: Build Pandas
+      uses: ./.github/actions/build_pandas
+
+    - name: Test
+      run: ci/run_tests.sh
+
+    - name: Build Version
+      run: conda list
+
+    - name: Publish test results
+      uses: actions/upload-artifact@v3
+      with:
+        name: Test results
+        path: test-data.xml
+      if: failure()
+
+    - name: Upload coverage to Codecov
+      uses: codecov/codecov-action@v2
+      with:
+        flags: unittests
+        name: codecov-pandas
+        fail_ci_if_error: false

azure-pipelines.yml

@@ -27,11 +27,6 @@ jobs:
     name: macOS
     vmImage: macOS-10.15
 
-- template: ci/azure/windows.yml
-  parameters:
-    name: Windows
-    vmImage: windows-2019
-
 - job: py38_32bit
   pool:
     vmImage: ubuntu-18.04