Add CodeQL workflow for GitHub code scanning (#494)

* Add CodeQL workflow for GitHub code scanning

* ENH: Remove LGTM

Co-authored-by: LGTM Migrator <lgtm-migrator@users.noreply.github.com>
Co-authored-by: Eric Larson <larson.eric.d@gmail.com>

.github/workflows/codeql.yml

@@ -0,0 +1,41 @@
+name: "CodeQL"
+
+on:
+  push:
+    branches: [ "main", "gh-pages" ]
+  pull_request:
+    branches: [ "main" ]
+  schedule:
+    - cron: "42 17 * * 3"
+
+jobs:
+  analyze:
+    name: Analyze
+    runs-on: ubuntu-latest
+    permissions:
+      actions: read
+      contents: read
+      security-events: write
+
+    strategy:
+      fail-fast: false
+      matrix:
+        language: [ javascript, python ]
+
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v3
+
+      - name: Initialize CodeQL
+        uses: github/codeql-action/init@v2
+        with:
+          languages: ${{ matrix.language }}
+          queries: +security-and-quality
+
+      - name: Autobuild
+        uses: github/codeql-action/autobuild@v2
+
+      - name: Perform CodeQL Analysis
+        uses: github/codeql-action/analyze@v2
+        with:
+          category: "/language:${{ matrix.language }}"