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_with_shap.py

@@ -1,7 +1,8 @@
 import numpy as np
-import xgboost as xgb
 import pytest
 
+import xgboost as xgb
+
 try:
     import shap
 except ImportError: