Setup Code Scanning on datadog-api-client-python (#1095)

* Setup Code Scanning on datadog-api-client-python

* remove scanning on every PR

Author: ganeshkumarsv

.github/workflows/codeql-analysis.yml

@@ -0,0 +1,46 @@
+name: "CodeQL"
+
+on:
+  push:
+    branches: [ "master" ]
+
+jobs:
+  analyze:
+    name: Analyze
+    runs-on: ubuntu-latest
+    permissions:
+      actions: read
+      contents: read
+      security-events: write
+
+    strategy:
+      fail-fast: false
+      matrix:
+        language: [ 'python' ]
+        # CodeQL supports [ 'cpp', 'csharp', 'go', 'java', 'javascript', 'python', 'ruby' ]
+        # Learn more about CodeQL language support at https://aka.ms/codeql-docs/language-support
+
+    steps:
+    - name: Checkout repository
+      uses: actions/checkout@v3
+
+    # Initializes the CodeQL tools for scanning.
+    - name: Initialize CodeQL
+      uses: github/codeql-action/init@v2
+      with:
+        languages: ${{ matrix.language }}
+        # If you wish to specify custom queries, you can do so here or in a config file.
+        # By default, queries listed here will override any specified in a config file.
+        # Prefix the list here with "+" to use these queries and those in the config file.
+        
+        # Details on CodeQL's query packs refer to : https://docs.github.com/en/code-security/code-scanning/automatically-scanning-your-code-for-vulnerabilities-and-errors/configuring-code-scanning#using-queries-in-ql-packs
+        # queries: security-extended,security-and-quality
+
+        
+    # Autobuild attempts to build any compiled languages  (C/C++, C#, or Java).
+    # If this step fails, then you should remove it and run the build manually (see below)
+    - name: Autobuild
+      uses: github/codeql-action/autobuild@v2
+
+    - name: Perform CodeQL Analysis
+      uses: github/codeql-action/analyze@v2