[CI] Fix Lint Issue

[mehrdadh]

We need to set LC_ALL and LANG before running any black command otherwise it has error.

[mehrdadh]

@areusch @tqchen

[tmoreau89]

LGTM, thank you @mehrdadh

[tmoreau89]

Thank you @mehrdadh the PR has been merged

[leandron]

Sorry or the late review, but this PR was submitted and merged before I had a chance to have a look :).

I looked into this issue a few days back, in the context of #8089. This only reproduces once black is updated to the latest version.

I think it would be important to send a PR fixing all the files for new linting issues black find, especially the ones that look like the ones sent here, which will happen all over the Python codebase (the root cause is this update on black - https://github.com/psf/black/pull/1740). Otherwise, we'll have lots of patches which claim they are doing something, and are also including lots of small docstring format updates, which can be confusing.

What do you think?

[mehrdadh]

@leandron I had to send a quick fix since two other PRs were waiting on it. But I agree with you that we should reformat all files with new changes to avoid these small changes.
I'll send a PR soon and fix all of the files and I will ping you for review.
Thanks!

[mehrdadh]

follow up: #8194