Set up CI with Azure Pipelines

azure-pipelines.yml

@@ -0,0 +1,40 @@
+# https://aka.ms/yaml
+jobs:
+- job: Python Versions
+  pool:
+    vmImage: vs2017-win2016
+  strategy:
+    matrix:
+      Python36:
+        python.version: '3.6'
+    maxParallel: 3
+
+  steps:
+  - task: UsePythonVersion@0
+    inputs:
+      versionSpec: '$(python.version)'
+      architecture: 'x64'
+
+- powershell: Write-Host "##vso[task.prependpath]$env:CONDA\Scripts"
+  displayName: Add conda to PATH
+
+- script: |
+    conda create --yes --quiet --name blp_env python=%PYTHON_VERSION% blpapi
+    source activate blp_env
+  displayName: Create Anaconda environment
+
+- script: |
+    python -m pip install --upgrade pip setuptools wheel
+    pip install -r requirements.txt
+  displayName: Install prerequisites
+
+- script: |
+    python -m pip install flake8
+    flake8 --extend-ignore=E701,E501 xbbg
+  displayName: Run Lint Tests
+
+- script: |
+    pip install pytest pytest-cov coverage
+    pytest xbbg --doctest-module --cov -v
+    codecov --token=ff17768d-30bd-4917-98f2-a011606597ea
+  displayName: Run Doctests and Coverages