Added github workflow

Author: satvshr

.github/workflows/test.yml

@@ -59,6 +59,10 @@ jobs:
             echo "No changed files to check."
           fi
 
+      - name: check missing __init__ files
+        run: build_tools/fail_on_missing_init_files.sh
+        shell: bash
+
   run-tests-no-extras:
     needs: code-quality
     strategy:

build_tools/fail_on_missing_init_files.sh

@@ -0,0 +1,13 @@
+#!/bin/bash
+
+# Script to search for missing init FILES.
+set -euxo pipefail
+
+FILES=$( find ./sktime -type d '!' -exec test -e "{}/__init__.py" ";" -not -path "**/__pycache__" -not -path "**/datasets/data*" -not -path "**/contrib/*" -print )
+
+if [[ -n "$FILES" ]]
+then
+    echo "Missing __init__.py files detected in the following modules:"
+    echo "$FILES"
+    exit 1
+fi