CI: Fixing error in code checks in GitHub actions
xref https://github.com/pandas-dev/pandas/pull/29546#issuecomment-554807243

Looks like the code in one of the checks in `ci/code_checks.sh` uses another encoding for spaces and other characters. I guess it was generated from Windows, Azure-pipelines is not sensitive to the different encoding, but GitHub actions is.

Probably worth doing some more research and adding a check that makes sure this new encoding is not introduced anymore.

CC: @gfyoung @jreback 
@datapythonista : If it doesn't produce the error in the output, LGTM.

Do you know why the [pipeline](https://github.com/pandas-dev/pandas/runs/306852441#step:3:36) didn't fail despite the encoding issue? It doesn't produce the error, that step at least works as expected.

We usually run scripts with `set -e` so at any step it fails. In this case we can't do that because we don't want to fail at the first error, but report all them. We control the exit code of the script with `$RET`. If one step fails (fails the way we expect it to fail) we increment `$RET`, and the script will fail. But in this case:
- The first error was the `echo $MSG`, which we don't control if it fails or not
- The second failed, and is the one we cared
- But the third failed again, which was the one trying to increment `$RET`, so `$RET` stayed at zero, the script continued, and at the end if was successful

Not perfect, but I don't think we can do any better. > Not perfect, but I don't think we can do any better.

Perhaps, but good enough for now to put the explanation out there so someone can prove otherwise if there is in fact a way to improve upon this.