[C++] Use separate modular $COMPONENT-test targets for unit tests

[asfimport]

Because some tests depend on libraries from another component (e.g. "gandiva" relies on "arrow"), if we build "gandiva" and ARROW_BUILD_TESTS=ON then we must also built the tests attached to the "arrow" target. This can be hacked around using the ARROW_TEST_INCLUDE_LABELS option, but the best thing would probably be to create separate modular targets for the unit tests:

• "arrow-tests" depends on "arrow"
• "parquet-tests" depends on "parquet", "arrow"
• "gandiva-test" depends on "gandiva", "arrow"

Reporter: Wes McKinney / @wesm
Assignee: Wes McKinney / @wesm

PRs and other links:

• GitHub Pull Request #3204

_{Note: This issue was originally created as ARROW-4026. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 3204
#3204