Move Python testing utilities into xgboost module. (#8379)

- Add typehints.
- Fixes for pylint.

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>

tests/python/test_early_stopping.py

@@ -1,8 +1,9 @@
-import xgboost as xgb
-import testing as tm
 import numpy as np
 import pytest
 
+import xgboost as xgb
+from xgboost import testing as tm
+
 rng = np.random.RandomState(1994)