RFE: Create POC to run all ci testing in github actions

[samvarankashyap]

Is your feature request related to a problem? Please describe.
Since GitHub is providing GitHub actions as a potential CI solution. It would be great if we can have all the ci testing moved to Github's actions.
Describe the solution you'd like
the testing involves:

1. unit testing
2. Linting
3. Integration testing( with mock data)
4. Testing across all the major operating systems

Describe alternatives you've considered
An alternative can be a travis-ci but it would be a 3rd party solution it would not be closely tied with Github.

[samvarankashyap]

fixed by #1626