Add CodeQL and Dependabot (#159)

* Add CodeQL and Dependabot

* Address code review feedback

.github/dependabot.yml

@@ -0,0 +1,44 @@
+# To get started with Dependabot version updates, you'll need to specify which
+# package ecosystems to update and where the package manifests are located.
+# Please see the documentation for all configuration options:
+# https://docs.github.com/github/administering-a-repository/configuration-options-for-dependency-updates
+
+version: 2
+updates:
+  # Maintain dependencies for nuget
+  - package-ecosystem: "nuget"
+    directory: "dotnet/"
+    schedule:
+      interval: "cron"
+      cronjob: "0 8 * * 4,0" # Every Thursday(4) and Sunday(0) at 8:00 UTC
+    ignore:
+      # For all System.* and Microsoft.Extensions/Bcl.* packages, ignore all major version updates
+      - dependency-name: "System.*"
+        update-types: ["version-update:semver-major"]
+      - dependency-name: "Microsoft.Extensions.*"
+        update-types: ["version-update:semver-major"]
+      - dependency-name: "Microsoft.Bcl.*"
+        update-types: ["version-update:semver-major"]
+      - dependency-name: "Moq"
+    labels:
+      - ".NET"
+      - "dependencies"
+
+  # Maintain dependencies for pip
+  - package-ecosystem: "pip"
+    directory: "python/"
+    schedule:
+      interval: "weekly"
+      day: "monday"
+    labels:
+      - "python"
+      - "dependencies"
+
+  # Maintain dependencies for github-actions
+  - package-ecosystem: "github-actions"
+    # Workflow files stored in the
+    # default location of `.github/workflows`
+    directory: "/"
+    schedule:
+      interval: "weekly"
+      day: "sunday"