Install missing mypy types

We don't use `mypy --install-types` due to python/mypy#10600

Author: oschwald

.github/workflows/lint.yml

@@ -24,7 +24,7 @@ jobs:
       - name: Install dependencies
         run: |
               python -m pip install --upgrade pip
-              pip install --upgrade pylint black mypy voluptuous-stubs chardet==3.0.4
+              pip install --upgrade pylint black mypy voluptuous-stubs chardet==3.0.4 types-requests types-maxminddb
 
       - name: Install
         run: python setup.py install