CI: Format isort output for azure
diff --git a/ci/code_checks.sh b/ci/code_checks.sh
index ceb13c52ded9c..cfe55f1e05f71 100755
--- a/ci/code_checks.sh
+++ b/ci/code_checks.sh
@@ -105,7 +105,12 @@ if [[ -z "$CHECK" || "$CHECK" == "lint" ]]; then
 
     # Imports - Check formatting using isort see setup.cfg for settings
     MSG='Check import format using isort ' ; echo $MSG
-    isort --recursive --check-only pandas asv_bench
+    ISORT_CMD="isort --recursive --check-only pandas asv_bench"
+    if [[ "$GITHUB_ACTIONS" == "true" ]]; then
+        eval $ISORT_CMD | awk '{print "##[error]" $0}'; RET=$(($RET + ${PIPESTATUS[0]}))
+    else
+        eval $ISORT_CMD
+    fi
     RET=$(($RET + $?)) ; echo $MSG "DONE"
 
 fi

- [x] closes #27179
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Current behaviour on master of isort formatting:
![image](https://user-images.githubusercontent.com/16733618/69010035-12c41f80-0953-11ea-8e70-4d17e8dec943.png)


Finishing up stale PR @https://github.com/pandas-dev/pandas/pull/27334
