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-gpu/test_gpu_eval_metrics.py

@@ -1,7 +1,9 @@
 import sys
-import xgboost
+
 import pytest
 
+import xgboost
+
 sys.path.append("tests/python")
 import test_eval_metrics as test_em  # noqa