CI: lint checks failing
e.g. https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=20961

```
flake8 --version
3.7.9 (flake8-comprehensions: 3.1.0, mccabe: 0.6.1, pycodestyle: 2.5.0, pyflakes: 2.1.1) CPython 3.7.3 on Linux
Linting .py code
##[error]./pandas/io/pytables.py(1344,21): error C414: Unnecessary list call within sorted().
##[error]./pandas/io/parsers.py(1608,18): error C413: Unnecessary reversed call around sorted() - use sorted(..., reverse=True).
##[error]./pandas/io/parsers.py(1640,18): error C413: Unnecessary reversed call around sorted() - use sorted(..., reverse=True).
##[error]./pandas/core/frame.py(4284,22): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/core/frame.py(7271,25): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/core/tools/datetimes.py(860,11): error C414: Unnecessary list call within sorted().
##[error]./pandas/core/tools/datetimes.py(869,14): error C414: Unnecessary list call within sorted().
##[error]./pandas/core/internals/managers.py(263,23): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/core/indexes/multi.py(371,52): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/core/indexes/multi.py(1995,21): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/core/indexes/multi.py(1996,20): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/core/arrays/categorical.py(1113,23): error C414: Unnecessary list call within set().
##[error]./pandas/core/arrays/sparse/scipy_sparse.py(54,26): error C414: Unnecessary list call within sorted().
##[error]./pandas/util/testing.py(1955,18): error C413: Unnecessary list call around sorted().
##[error]./pandas/tests/test_multilevel.py(260,19): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/test_base.py(656,20): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/test_parquet.py(408,22): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2809,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2813,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2818,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2838,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2860,17): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2919,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2925,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2931,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2939,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2961,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2968,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2977,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(2995,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(3017,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(3024,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(3035,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/pytables/test_store.py(3055,24): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/sas/test_xport.py(107,21): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/io/formats/test_to_excel.py(265,10): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/frame/test_alter_axes.py(384,23): error C414: Unnecessary list call within sorted().
##[error]./pandas/tests/frame/test_alter_axes.py(748,20): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/frame/test_reshape.py(702,25): error C414: Unnecessary list call within sorted().
##[error]./pandas/tests/frame/test_analytics.py(1247,21): error C414: Unnecessary list call within sorted().
##[error]./pandas/tests/api/test_api.py(16,22): error C414: Unnecessary list call within sorted().
##[error]./pandas/tests/series/test_datetime_values.py(211,20): error C413: Unnecessary list call around sorted().
##[error]./pandas/tests/series/test_datetime_values.py(216,22): error C413: Unnecessary list call around sorted().
##[error]./pandas/tests/series/test_datetime_values.py(224,22): error C413: Unnecessary list call around sorted().
##[error]./pandas/tests/series/test_datetime_values.py(233,22): error C413: Unnecessary list call around sorted().
##[error]./pandas/tests/series/test_api.py(264,20): error C413: Unnecessary list call around sorted().
##[error]./pandas/tests/series/test_api.py(268,41): error C413: Unnecessary list call around sorted().
##[error]./pandas/tests/series/test_duplicates.py(88,31): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/series/test_alter_axes.py(236,21): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/series/test_timeseries.py(607,28): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/tseries/offsets/test_offsets.py(4256,33): error C414: Unnecessary list call within sorted().
##[error]./pandas/tests/tseries/offsets/test_offsets.py(4265,33): error C414: Unnecessary list call within sorted().
##[error]./pandas/tests/tseries/offsets/test_offsets.py(4272,33): error C414: Unnecessary list call within sorted().
##[error]./pandas/tests/indexes/timedeltas/test_setops.py(42,37): error C414: Unnecessary list call within set().
##[error]./pandas/tests/indexes/timedeltas/test_setops.py(42,56): error C414: Unnecessary list call within set().
##[error]./pandas/tests/indexes/timedeltas/test_setops.py(53,37): error C414: Unnecessary list call within set().
##[error]./pandas/tests/indexes/timedeltas/test_setops.py(53,55): error C414: Unnecessary list call within set().
##[error]./pandas/tests/indexes/timedeltas/test_setops.py(62,37): error C414: Unnecessary list call within set().
##[error]./pandas/tests/indexes/timedeltas/test_setops.py(62,55): error C414: Unnecessary list call within set().
##[error]./pandas/tests/reshape/merge/test_merge.py(863,25): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/reshape/merge/test_join.py(627,25): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/indexing/test_categorical.py(475,27): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/indexing/multiindex/test_xs.py(164,10): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/indexing/multiindex/test_loc.py(227,14): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/indexing/multiindex/test_loc.py(235,14): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/groupby/test_function.py(1303,14): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/groupby/test_function.py(1304,14): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/plotting/test_misc.py(269,26): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/plotting/test_misc.py(282,14): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./pandas/tests/plotting/test_misc.py(283,14): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./asv_bench/benchmarks/categoricals.py(167,16): error C416: Unnecessary list comprehension - rewrite using list().
##[error]./asv_bench/benchmarks/frame_ctor.py(102,23): error C416: Unnecessary list comprehension - rewrite using list().

```

most likely a new flake8 version. Can pin for now and fix later, or just update them now.