CI: adding cython coverage

.coveragerc

@@ -0,0 +1,2 @@
+[run]
+plugins = Cython.Coverage

.github/workflows/python-cython.yml

@@ -0,0 +1,84 @@
+name: Python build with Cython
+
+on:
+  push:
+    branches:
+      - master
+      - 1.3.x
+  pull_request:
+    branches:
+      - master
+      - 1.3.x
+    paths-ignore:
+      - "doc/**"
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    name: python_cython_build
+    timeout-minutes: 60
+
+    strategy:
+      matrix:
+        PYTEST_WORKERS: "auto"
+        PATTERN: "not slow and not network and not clipboard"
+        COVERAGE: true
+        PYTEST_TARGET: ["pandas/tests/[a-h]*", "pandas/tests/[i-z]*"]
+
+    concurrency:
+      group: ${{ github.ref }}-${{ matrix.PYTEST_TARGET }}
+      cancel-in-progress: ${{github.event_name == 'pull_request'}}
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        fetch-depth: 0
+
+    - name: Set up Python
+      uses: actions/setup-python@v2
+
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip setuptools wheel
+        pip install -i https://pypi.anaconda.org/scipy-wheels-nightly/simple numpy
+        pip install git+https://github.com/pytest-dev/pytest.git
+        pip install git+https://github.com/nedbat/coveragepy.git
+        pip install cython python-dateutil pytz hypothesis pytest-xdist pytest-cov
+        pip list
+
+    - name: Build Pandas
+      run: |
+        python setup.py build_ext -q -j2 --with-cython-coverage
+        python -m pip install -e . --no-build-isolation --no-use-pep517
+
+    - name: Build Version
+      run: |
+        python -c "import pandas; pandas.show_versions();"
+
+    - name: Test with pytest
+      run: |
+        ci/run_tests.sh
+      # GH 41935
+      continue-on-error: true
+
+    - name: Publish test results
+      uses: actions/upload-artifact@master
+      with:
+        name: Test results
+        path: test-data.xml
+      if: failure()
+
+    - name: Print skipped tests
+      run: |
+        python ci/print_skipped.py
+
+    - name: Report Coverage
+      run: |
+        coverage report -m
+
+    - name: Upload coverage to Codecov
+      uses: codecov/codecov-action@v2
+      with:
+        flags: unittests
+        name: codecov-pandas
+        fail_ci_if_error: true

setup.py

@@ -381,6 +381,7 @@ def run(self):
     # https://pypkg.com/pypi/pytest-cython/f/tests/example-project/setup.py
     directives["linetrace"] = True
     macros = [("CYTHON_TRACE", "1"), ("CYTHON_TRACE_NOGIL", "1")]
+    extra_compile_args.append("-Wno-error=maybe-uninitialized")
 
 # silence build warnings about deprecated API usage
 # we can't do anything about these warnings because they stem from