Python fgboost test and some test refactor (#4227)

docs/readthedocs/source/doc/PPML/Dev/python_test.md

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+# PPML Python Test Develop Guide
+
+### Write a test
+All tests locate in `python/ppml/test`.
+
+#### Single party test
+Writing a single party test is just the same as running PPML pipeline, for example, a simple FGBoostRegression pipeline
+```python
+fl_server = FLServer()
+fl_server.build()
+fl_server.start()
+
+init_fl_context()
+fgboost_regression = FGBoostRegression()
+fgboost_regression.fit(...)
+```
+#### Multiple party test
+There are some extra steps for multiple party test, `python/ppml/test/bigdl/ppml/algorithms/test_fgboost_regression.py` could be refered as an example.
+
+Multiple party test requires multiprocessing package. Import the package by
+```
+import multiprocessing
+```
+and set the subprocess create config in your class method
+```python
+class YourTest(unittest.TestCase):
+    @classmethod
+    def setUpClass(cls) -> None:
+        multiprocessing.set_start_method('spawn') 
+```
+And define the function of subprocess
+```python
+def mock_process(arg1, arg2):
+    init_fl_context()
+    algo = Algo() # The algorithm to test
+    algo.fit(...)
+```
+and start the process in test method
+```python
+mock_party1 = Process(target=mock_process, args=(v1, v2))
+mock_party1.start()
+```
+
+### Debug a test
+#### How it works
+BigDL uses Spark integrated Py4J to do Python call Java. 
+
+Spark starts the JVM when PySpark code create the SparkContext. This method use a Popen subprocess to call `spark-submit`, which call `spark-class`, and call `java`
+
+#### Set JVM debug mode
+First, direct to the `spark-class` file (as there may be multiple class in different packages or copied by python setup during installation) called by PySpark, this could be get by adding a breakpoint after `command = [os.path.join(SPARK_HOME, script)]` in `java_gateway.py` in PySpark lib.
+
+To enable debug, add the JVM args in `spark-class` when call `java`, in the last line `CMD`, change following
+```
+CMD=("${CMD[@]:0:$LAST}")
+```
+to
+```
+CMD=("${CMD[0]}" -agentlib:jdwp=transport=dt_socket,server=y,address=4000,suspend=n "${CMD[@]:1:$LAST}")
+```
+And in IDEA, create a Run Configuration remote JVM profile. The IDEA will create the VM args automatically.