[2.7] bpo-19417: Add test_bdb.py (GH-5217)

[xdegaye]

(cherry picked from commit 3fe3304)

https://bugs.python.org/issue19417

[xdegaye]

Some tests are changed by the backport to 2.7:

• In 2.7 Bdb.set_until() does not have a lineno argument.
• In 2.7 unittest.TestCase does not have a subTest attribute.
• Changes made in issue 16596 have not been backported to 2.7.

[miss-islington]

@xdegaye: Status check is done, and it's a success ✅ .