CI: add sdist release workflow (#41685)

Author: fangchenli

Diff for: .github/workflows/sdist.yml

@@ -0,0 +1,64 @@
+name: sdist
+
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
+      - 1.2.x
+      - 1.3.x
+    paths-ignore:
+      - "doc/**"
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    timeout-minutes: 60
+    defaults:
+      run:
+        shell: bash -l {0}
+
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.7", "3.8", "3.9"]
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        fetch-depth: 0
+
+    - name: Set up Python
+      uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip setuptools wheel
+
+        # GH 39416
+        pip install numpy
+
+    - name: Build pandas sdist
+      run: |
+        pip list
+        python setup.py sdist --formats=gztar
+
+    - uses: conda-incubator/setup-miniconda@v2
+      with:
+        activate-environment: pandas-sdist
+        python-version: ${{ matrix.python-version }}
+
+    - name: Install pandas from sdist
+      run: |
+        conda list
+        python -m pip install dist/*.gz
+
+    - name: Import pandas
+      run: |
+        cd ..
+        conda list
+        python -c "import pandas; pandas.show_versions();"