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_pickling.py

@@ -1,9 +1,10 @@
-import pickle
-import numpy as np
-import xgboost as xgb
-import os
 import json
+import os
+import pickle
 
+import numpy as np
+
+import xgboost as xgb
 
 kRows = 100
 kCols = 10