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_survival.py

@@ -1,11 +1,13 @@
-import testing as tm
-import pytest
-import numpy as np
-import xgboost as xgb
 import json
 import os
 
-dpath = os.path.join(tm.PROJECT_ROOT, 'demo', 'data')
+import numpy as np
+import pytest
+
+import xgboost as xgb
+from xgboost import testing as tm
+
+dpath = tm.data_dir(__file__)
 
 
 def test_aft_survival_toy_data():