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_shap.py

@@ -1,11 +1,12 @@
-# -*- coding: utf-8 -*-
-import numpy as np
-import xgboost as xgb
 import itertools
 import re
+
+import numpy as np
 import scipy
 import scipy.special
 
+import xgboost as xgb
+
 dpath = 'demo/data/'
 rng = np.random.RandomState(1994)