MyPy CI Configuration
- [X] closes #14468

I think this is the minimal amount of work required to get MyPy configured for CI. Note that the list of files is the only [documented](https://mypy.readthedocs.io/en/latest/running_mypy.html#reading-a-list-of-files-from-a-file) way to whitelist things that I could find (see also https://github.com/python/mypy/issues/1476)

I think we want to add this to the Checks_and_doc job though I couldn't see where that was actually configured (maybe an access thing on Azure?) so can do as a quick follow up

@jreback @gwrome 
Hello @WillAyd! 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:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-03-26 13:55:38 UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=h1) Report
> Merging [#25844](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/9e27f1298d4cd1dcfcf559937125e547c0341f0e?src=pr&el=desc) will **decrease** coverage by `49.53%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25844/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=tree)

```diff
@@             Coverage Diff             @@
##           master   #25844       +/-   ##
===========================================
- Coverage    91.3%   41.77%   -49.54%     
===========================================
  Files         173      173               
  Lines       53004    53004               
===========================================
- Hits        48397    22142    -26255     
- Misses       4607    30862    +26255
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `41.77% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/internals/blocks.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzL2Jsb2Nrcy5weQ==) | `51.95% <ø> (-42.14%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.36%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-95.46%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.17%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.15%)` | :arrow_down: |
| [pandas/core/tools/numeric.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvdG9vbHMvbnVtZXJpYy5weQ==) | `10.44% <0%> (-89.56%)` | :arrow_down: |
| ... and [130 more](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=footer). Last update [9e27f12...60d12bc](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=h1) Report
> Merging [#25844](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/b878f5b5e3a8b90a75815de25815525d49673de3?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25844/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #25844   +/-   ##
=======================================
  Coverage   91.48%   91.48%           
=======================================
  Files         175      175           
  Lines       52885    52885           
=======================================
  Hits        48381    48381           
  Misses       4504     4504
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.04% <ø> (ø)` | :arrow_up: |
| #single | `41.82% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/internals/blocks.py](https://codecov.io/gh/pandas-dev/pandas/pull/25844/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzL2Jsb2Nrcy5weQ==) | `94.08% <ø> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=footer). Last update [b878f5b...eeb266e](https://codecov.io/gh/pandas-dev/pandas/pull/25844?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 ci/code_checks.sh
 Yep thanks - was in the process of updating that and actually just pushed. Wasn't sure where Azure created the environment to run that script but may not matter for this Do I just need to add mypy to setup.cfg to get that installed? how does this not fail the CI? Yea I doubt it’s even running. I think I have to add something to the Checks_and_Docs jobs to actually get it to run though I can’t see where that is defined. 

Do I need to be an Admin in Azure for that? @datapythonista any insights?

> On Mar 23, 2019, at 1:06 PM, Jeff Reback <notifications@github.com> wrote:
> 
> how does this not fail the CI?
> 
> —
> You are receiving this because you were mentioned.
> Reply to this email directly, view it on GitHub <https://github.com/pandas-dev/pandas/pull/25844#issuecomment-475900419>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AAlOUVzAlNE8dwbyTlJNMt7bvnMuYFFPks5vZok_gaJpZM4cEqu3>.
> 

 you need to add to azure-pipelines.yml Ah OK thanks - kept looking in the ci folder so no wonder I couldn't find it...just pushed some updates which hopefully should fail typing.  OK mypy failures showing up in logs as expected, so looks like the CI side is configured:

https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=9736&view=logs&jobId=10b0523a-38de-5c7a-02e7-c2259d583b33&taskId=afefc423-d7a4-5e71-9b36-a62b9d093e90&lineStart=15&lineEnd=16&colStart=1&colEnd=1

Going to push now looking only at a whitelist of modules should go green also its worth a note in the whatsnew, maybe in a development section? eventually we will want to expose pandas.typing but not yet. OK latest commit goes with an alternate strategy to blacklist individual modules. It's more verbose but is self-contained within the configuration file and is probably easier to manage and orient tasks for in a project. Let me know what you think @jreback all green thanks!