Fix plotting test. (#6040)

Previously the test loads a model generated by `test_basic.py`, now we generate
the model explicitly.

* Cleanup saved files for basic tests.

tests/python/test_basic.py

@@ -110,16 +110,19 @@ class TestBasic(unittest.TestCase):
         # error must be smaller than 10%
         assert err < 0.1
 
-        # save dmatrix into binary buffer
-        dtest.save_binary('dtest.buffer')
-        # save model
-        bst.save_model('xgb.model')
-        # load model and data in
-        bst2 = xgb.Booster(model_file='xgb.model')
-        dtest2 = xgb.DMatrix('dtest.buffer')
-        preds2 = bst2.predict(dtest2)
-        # assert they are the same
-        assert np.sum(np.abs(preds2 - preds)) == 0
+        with tempfile.TemporaryDirectory() as tmpdir:
+            dtest_path = os.path.join(tmpdir, 'dtest.buffer')
+            model_path = os.path.join(tmpdir, 'xgb.model')
+            # save dmatrix into binary buffer
+            dtest.save_binary(dtest_path)
+            # save model
+            bst.save_model(model_path)
+            # load model and data in
+            bst2 = xgb.Booster(model_file=model_path)
+            dtest2 = xgb.DMatrix(dtest_path)
+            preds2 = bst2.predict(dtest2)
+            # assert they are the same
+            assert np.sum(np.abs(preds2 - preds)) == 0
 
     def test_dump(self):
         data = np.random.randn(100, 2)