Extract dask and spark test into distributed test. (#8395)

- Move test files.
- Run spark and dask separately to prevent conflicts.
- Gather common code into the testing module.

tests/test_distributed/test_federated/runtests-federated.sh

@@ -0,0 +1,17 @@
+#!/bin/bash
+
+set -e
+
+rm -f ./*.model* ./agaricus* ./*.pem
+
+world_size=$(nvidia-smi -L | wc -l)
+
+# Generate server and client certificates.
+openssl req -x509 -newkey rsa:2048 -days 7 -nodes -keyout server-key.pem -out server-cert.pem -subj "/C=US/CN=localhost"
+openssl req -x509 -newkey rsa:2048 -days 7 -nodes -keyout client-key.pem -out client-cert.pem -subj "/C=US/CN=localhost"
+
+# Split train and test files manually to simulate a federated environment.
+split -n l/"${world_size}" -d ../../demo/data/agaricus.txt.train agaricus.txt.train-
+split -n l/"${world_size}" -d ../../demo/data/agaricus.txt.test agaricus.txt.test-
+
+python test_federated.py "${world_size}"