apache / apache/arrow

[Python] Setup type checking with mypy

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Component: Continuous Integration Component: Python Type: enhancement
Dominant language
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Description

Get mypy checks running, activate things like `check_untyped_defs` later.

**Reporter**: [Uwe Korn](https://issues.apache.org/jira/browse/ARROW-8175) / @xhochy
#### PRs and other links:
- [GitHub Pull Request #6676](https://github.com/apache/arrow/pull/6676)

**Note**: *This issue was originally created as [ARROW-8175](https://issues.apache.org/jira/browse/ARROW-8175). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*

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