Build Wheels with GH Actions

.github/workflows/pythonwheels.yml

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+name: Create Platform Wheels
+
+on: [push]
+
+jobs:
+  manylinux-x86_64-wheel:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: [3.6, 3.7, 3.8]
+    steps:
+    - name: Checkout pandas
+      uses: actions/checkout@master
+      with:
+        repository: pandas-dev/pandas
+    - name: Checkout release repo for build script
+      uses: actions/checkout@master
+      with:
+        path: "pandas-release"
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v1
+      with:
+        python-version: ${{ matrix.python-version }}
+    - name: Docker Build
+      run: |
+        docker run --rm -e PLAT=manylinux2010_x86_64 -e PYVER=${{ matrix.python-version }} -v `pwd`:/io quay.io/pypa/manylinux2010_x86_64 /io/pandas-release/manylinux_build.sh
+    - name: Install and verify wheel
+      run: |
+        python -m pip install numpy pytz python-dateutil
+        # cd to not install the local unbuilt pandas directory
+        mkdir temp
+        cd temp
+        python -m pip install pandas --no-index -f ../wheelhouse
+        python -c "import pandas"
+        cd ..
+    - name: Upload linux wheel artifact
+      uses: actions/upload-artifact@v1
+      with:
+        name: wheels
+        path: wheelhouse
+
+  macos-wheel:
+    runs-on: macos-latest
+    strategy:
+      matrix:
+        python-version: [3.6, 3.7, 3.8]
+    steps:
+    - name: Checkout pandas
+      uses: actions/checkout@master
+      with:
+        repository: pandas-dev/pandas
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v1
+      with:
+        python-version: ${{ matrix.python-version }}
+    - name: Build wheels
+      run: |
+        python setup.py bdist_wheel
+    - name: Install and verify wheel
+      run: |
+        python -m pip install pytz python-dateutil
+        # cd to not install the local unbuilt pandas directory
+        mkdir temp
+        cd temp
+        python -m pip install pandas --no-index -f ../dist
+        python -c "import pandas"
+        cd ..
+    - name: Upload wheel artifact
+      uses: actions/upload-artifact@v1
+      with:
+        name: wheels
+        path: dist
+
+  windows-wheel:
+    runs-on: windows-latest
+    strategy:
+      matrix:
+        python-version: [3.6, 3.7, 3.8]
+    steps:
+    - name: Checkout pandas
+      uses: actions/checkout@master
+      with:
+        repository: pandas-dev/pandas
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v1
+      with:
+        python-version: ${{ matrix.python-version }}
+    - name: Build wheels
+      run: |
+        python setup.py bdist_wheel
+    - name: Install and verify wheel
+      run: |
+        python -m pip install pytz python-dateutil
+        # cd to not install the local unbuilt pandas directory
+        mkdir temp
+        cd temp
+        python -m pip install pandas --no-index -f ../dist
+        python -c "import pandas"
+        cd ..
+    - name: Upload wheel artifact
+      uses: actions/upload-artifact@v1
+      with:
+        name: wheels
+        path: dist

manylinux_build.sh

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+#!/bin/sh -l
+
+# Some paths require the period, others dont
+PYVER2="${PYVER//.}"
+
+# Starting in Python38 the ABI version is no longer required
+if [ "$PYVER2" = "37" ] || [ "$PYVER2" = "36" ]
+then
+    ABIVER="m"
+else
+    ABIVER=""
+fi
+
+PYLOC=/opt/python/cp${PYVER2}-cp${PYVER2}${ABIVER}
+
+${PYLOC}/bin/python -m pip install auditwheel
+
+cd /io
+${PYLOC}/bin/python setup.py bdist_wheel
+# TODO: we can be more prescriptive about the wheel being repaired
+for whl in dist/pandas*.whl; do
+    ${PYLOC}/bin/python -m auditwheel repair "$whl" --plat $PLAT -w /io/wheelhouse/
+done