Add pre-commit config

[phschiele]

This PR adds a config file for pre-commit to reduce the number of "Fix flake8/isort" commits and make developing easier :)

Pre-commits can perform checks on the diff whenever git commit is invoked, e.g. the proposed config will check the two conventions currently enforce by the linters, i.e. isort/flake8.

Quick start

pip install pre-commit
pre-commit install

Example usage

... make some change to "cvxpy/foo.py", not following the enforced conventions

git add cvxpy/foo.py
git commit -m "new feature"

-> Pre-commit will check for violations and abort the commit if any are present
It will even automatically fix them in some cases (e.g. isort)

git add cvxpy/foo.py  # Add the file again after fixing it
git commit -m "new feature"  # This time the commit goes through

Notes:

• If you think this is too specific to an individual workflow, feel free to close this PR and I will simply keep the config locally
• The hooks can be ignored by adding the -n / --no-verify flag to the commit command
• Using the hooks is of course fully optional, i.e. it should not be an additional hurdle for contributons
• Further hooks can easily be added if desired (e.g. black, mypy, unimport, ...)

[rileyjmurray]

@phschiele I love the idea of something to catch style issues before a push/PR. I think there's no harm in adding a config file that only developers interact with (and that they have to opt-in to).

It would be good to mention that this is an option on the contributing docs. Could you update the text at https://www.cvxpy.org/contributing/index.html#code-style to suggest using pre-commit? The language should be clear that this is strictly optional.

[phschiele]

@phschiele I love the idea of something to catch style issues before a push/PR. I think there's no harm in adding a config file that only developers interact with (and that they have to opt-in to).

It would be good to mention that this is an option on the contributing docs. Could you update the text at https://www.cvxpy.org/contributing/index.html#code-style to suggest using pre-commit? The language should be clear that this is strictly optional.

Done in 8d5ff27

[rileyjmurray]

Looks good to me! But I'll give @SteveDiamond and @akshayka a chance to chime in.

[akshayka]

LGTM. Thanks!