Run style checks in GitHub Actions

Also remove Azure Pipelines.

Author: seisman

.azure-pipelines.yml

@@ -0,0 +1,39 @@
+name: Style Checks
+
+on:
+  push:
+    branches: [ master ]
+  pull_request:
+
+jobs:
+  style_check:
+    name: Style Checks
+    runs-on: ubuntu-latest
+
+    steps:
+      # Checkout current git repository
+      - name: Checkout
+        uses: actions/[email protected]
+
+      # Setup Miniconda
+      - name: Setup Miniconda
+        uses: goanpeca/[email protected]
+        with:
+          python-version: 3.7
+          channels: conda-forge
+
+      - name: Install packages
+        shell: bash -l {0}
+        run: conda install --yes black flake8 pylint
+
+      - name: List installed packages
+        shell: bash -l {0}
+        run: conda list
+
+      - name: Formatting check (black and flake8)
+        shell: bash -l {0}
+        run: make check
+
+      - name: Linting (pylint)
+        shell: bash -l {0}
+        run: make lint

.github/workflows/style_check.yaml

@@ -12,9 +12,6 @@ PyGMT
 .. image:: http://img.shields.io/travis/GenericMappingTools/pygmt/master.svg?style=flat-square&label=Linux
     :alt: Travis CI build status
     :target: https://travis-ci.org/GenericMappingTools/pygmt
-.. image:: https://img.shields.io/azure-devops/build/GenericMappingTools/7682ad4e-76bb-4775-849e-7c4f8dce4e1a/3/master.svg?label=Mac|Windows&style=flat-square
-    :alt: Azure Pipelines build status
-    :target: https://dev.azure.com/GenericMappingTools/PyGMT/_build
 .. image:: https://github.com/GenericMappingTools/pygmt/workflows/Tests/badge.svg
     :alt: GitHub Actions build status
     :target: https://github.com/GenericMappingTools/pygmt/actions