[Python] Require black and isort for new Python files. (#8096)

* [Python] Require black and isort for new Python files.

- Require black and isort for spark and dask module.

These files are relatively new and are more conform to the black formatter. We will
convert the rest of the library as we move forward.

Other libraries including dask/distributed and optuna use the same formatting style and
have a more strict standard. The black formatter is indeed quite nice, automating it can
help us unify the code style.

- Gather Python checks into a single script.

.github/workflows/main.yml

@@ -146,24 +146,6 @@ jobs:
       run: |
         make lint
 
-  mypy:
-    runs-on: ubuntu-latest
-    name: Type checking for Python
-    steps:
-    - uses: actions/checkout@v2
-      with:
-        submodules: 'true'
-    - uses: actions/setup-python@v2
-      with:
-        python-version: "3.8"
-        architecture: 'x64'
-    - name: Install Python packages
-      run: |
-        python -m pip install wheel setuptools mypy pandas dask[complete] distributed
-    - name: Run mypy
-      run: |
-        make mypy
-
   doxygen:
     runs-on: ubuntu-latest
     name: Generate C/C++ API doc using Doxygen

.github/workflows/python_tests.yml

@@ -3,6 +3,37 @@ name: XGBoost-Python-Tests
 on: [push, pull_request]
 
 jobs:
+  python-mypy-lint:
+    runs-on: ubuntu-latest
+    name: Type and format checks for the Python package
+    strategy:
+      matrix:
+        os: [ubuntu-latest]
+        python-version: ["3.8"]
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+    - uses: conda-incubator/setup-miniconda@v2
+      with:
+        auto-update-conda: true
+        python-version: ${{ matrix.python-version }}
+        activate-environment: python_lint
+        environment-file: tests/ci_build/conda_env/python_lint.yml
+    - name: Display Conda env
+      shell: bash -l {0}
+      run: |
+        conda info
+        conda list
+    - name: Run mypy
+      shell: bash -l {0}
+      run: |
+        python tests/ci_build/lint_python.py --format=0 --type-check=1
+    - name: Run formatter
+      shell: bash -l {0}
+      run: |
+        python tests/ci_build/lint_python.py --format=1 --type-check=0
+
   python-sdist-test:
     runs-on: ${{ matrix.os }}
     name: Test installing XGBoost Python source package on ${{ matrix.os }}