Setup lint with CI

[yongtang]

We haven't had any lint checking yet and it would be good to setup a lint checking with CI.

In Python pylint/flake8 could be good choice.

In C++, clang-format was used but that was far from ideal. The reason was that clang-format differs output for different versions. This is really hard to maintain a consistent format. For now, let's not use clang-format. Instead we could check simple things like tab vs space, end-of-line spaces, etc.