Add snyk check action

Signed-off-by: Chenxiong Qi <qcxhome@gmail.com>

.github/workflows/security.yaml

@@ -0,0 +1,25 @@
+name: Example workflow using Snyk
+on:
+  push:
+    branches:
+    - develop
+    - main
+  pull_request:
+    branches:
+    - develop
+jobs:
+  security:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@master
+    - name: Run Snyk to check for vulnerabilities
+      uses: snyk/actions/python-3.10@master
+      continue-on-error: true # To make sure that SARIF upload gets called
+      env:
+        SNYK_TOKEN: ${{ secrets.SNYK_TOKEN }}
+      with:
+        args: --sarif-file-output=snyk.sarif
+    - name: Upload result to GitHub Code Scanning
+      uses: github/codeql-action/upload-sarif@v2
+      with:
+        sarif_file: snyk.sarif

.snyk

@@ -0,0 +1,3 @@
+exclude:
+  code:
+    - "tests/**/test_*.py"