CI: Highlighting flake8 and grep errors in GitHub Actions
Our code checks genereated the output in a way that Azure pipelines was highlighting the errors. In GitHub actions it's possible to do more or less the same, but with a different syntax. Changing the syntax here, and simplifying some tricky parts in the script.

Introducing some errors, so we can see how it looks.
Hello @datapythonista! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:

* In the file [`pandas/__init__.py`](https://github.com/pandas-dev/pandas/blob/22a0743e2221b8c1af6832a688078b88b57b9fa8/pandas/__init__.py):

> [Line 20:56](https://github.com/pandas-dev/pandas/blob/22a0743e2221b8c1af6832a688078b88b57b9fa8/pandas/__init__.py#L20): [W291](https://duckduckgo.com/?q=pep8%20W291) trailing whitespace
> [Line 24:27](https://github.com/pandas-dev/pandas/blob/22a0743e2221b8c1af6832a688078b88b57b9fa8/pandas/__init__.py#L24): [W291](https://duckduckgo.com/?q=pep8%20W291) trailing whitespace



##### Comment last updated at 2019-11-28 14:31:10 UTC neat This might a different issue but I think all steps should run and not just exit when a step fails.

Its annoying to fix one issue only to be confronted by another on the next run. What do you think?

![image](https://user-images.githubusercontent.com/16733618/69833252-80612d00-122a-11ea-80ed-2de2f92f84d4.png)
 > This might a different issue but I think all steps should run and not just exit when a step fails.

I think this is a problem with GitHub. This was working as expected, and the configuration didn't change. If they don't fix it in couple of days I'll report it, and see what they say. thanks