CI: upload coverage report to Codecov (#39822)

Author: fangchenli

.github/workflows/database.yml

@@ -170,3 +170,11 @@ jobs:
 
     - name: Print skipped tests
       run: python ci/print_skipped.py
+
+    - name: Upload coverage to Codecov
+      uses: codecov/codecov-action@v1
+      with:
+        files: /tmp/test_coverage.xml
+        flags: unittests
+        name: codecov-pandas
+        fail_ci_if_error: true