Bringing back .appveyor.yml from master.

.appveyor.yml

@@ -0,0 +1,35 @@
+version: 1.0.{build}
+image:
+- Visual Studio 2015
+test: off
+skip_branch_with_pr: true
+build:
+  parallel: true
+platform:
+- x86
+environment:
+  matrix:
+  - PYTHON: 36
+    CONFIG: Debug
+install:
+- ps: |
+    $env:CMAKE_GENERATOR = "Visual Studio 14 2015"
+    if ($env:PLATFORM -eq "x64") { $env:PYTHON = "$env:PYTHON-x64" }
+    $env:PATH = "C:\Python$env:PYTHON\;C:\Python$env:PYTHON\Scripts\;$env:PATH"
+    python -W ignore -m pip install --upgrade pip wheel
+    python -W ignore -m pip install pytest numpy --no-warn-script-location pytest-timeout
+- ps: |
+    Start-FileDownload 'https://gitlab.com/libeigen/eigen/-/archive/3.3.7/eigen-3.3.7.zip'
+    7z x eigen-3.3.7.zip -y > $null
+    $env:CMAKE_INCLUDE_PATH = "eigen-3.3.7;$env:CMAKE_INCLUDE_PATH"
+build_script:
+- cmake -G "%CMAKE_GENERATOR%" -A "%CMAKE_ARCH%"
+    -DCMAKE_CXX_STANDARD=14
+    -DPYBIND11_WERROR=ON
+    -DDOWNLOAD_CATCH=ON
+    -DCMAKE_SUPPRESS_REGENERATION=1
+    .
+- set MSBuildLogger="C:\Program Files\AppVeyor\BuildAgent\Appveyor.MSBuildLogger.dll"
+- cmake --build . --config %CONFIG% --target pytest -- /m /v:m /logger:%MSBuildLogger%
+- cmake --build . --config %CONFIG% --target cpptest -- /m /v:m /logger:%MSBuildLogger%
+on_failure: if exist "tests\test_cmake_build" type tests\test_cmake_build\*.log*

README.rst

@@ -166,6 +166,8 @@ to the terms and conditions of this license.
    :target: https://gitter.im/pybind/Lobby
 .. |CI| image:: https://github.com/pybind/pybind11/workflows/CI/badge.svg
    :target: https://github.com/pybind/pybind11/actions
+.. |Build status| image:: https://ci.appveyor.com/api/projects/status/riaj54pn4h08xy40?svg=true
+   :target: https://ci.appveyor.com/project/wjakob/pybind11
 .. |PyPI package| image:: https://img.shields.io/pypi/v/pybind11.svg
    :target: https://pypi.org/project/pybind11/
 .. |Conda-forge| image:: https://img.shields.io/conda/vn/conda-forge/pybind11.svg