This adds a pre-commit setup to run a number of code style checks locally before each commit.

This is fully op-in, and only affect contributors who install pre-commit locally. Most of the below checks are already run in CI, so this allows to fail earlier. Among other things this would help not overwhelming CI during sprints.

It runs only on modified files and currently,

• checks that yaml files have have valid syntax (e.g. CI config would fail with an error otherwise)
• strip trailing whitespaces. Some editors already do this automatically. This can produce unrelated changes in edited files, but as long as everybody does it it should not result in merge conflicts. Trailing white-spaces are already marked in red in github diff, and currently sometimes reviewers ask to remove them manually. It's also a "W291 trailing whitespace" flake error.
• fix the end of files (by making sure there is newline there, I think)
• run flake8 (only for unused imports F401 for now, since we are generally not fully flake8 compatible) RFC On the relative harm of cosmetic changes #11336 (comment)
• run mypy on changed files

When one does pre-commit install this install all of the above into a virtualenv, so in the long run it can simplify our contributing guide by not asking to install them manually. It also pins versions of these tools to avoid a situation where locally linters pass but fail in CI.

So far this doesn't add pre-comit in CI, and pre-commit remains fully optional for contributors. Personally I would would like to be able to use it though, and it makes sense to share the config.

For instance pandas has an extensive setup https://github.com/pandas-dev/pandas/blob/master/.pre-commit-config.yaml

cc @thomasjpfan @NicolasHug @adrinjalali