add unit test to check output context

tests/python/unittest/test_gluon_data.py

@@ -256,6 +256,30 @@ def test_multi_worker_dataloader_release_pool():
         del the_iter
         del D
 
+
+def test_dataloader_context():
+    X = np.random.uniform(size=(10, 20))
+    dataset = gluon.data.ArrayDataset(X)
+    default_dev_id = 0
+    custom_dev_id = 1
+
+    # use non-pinned memory
+    loader1 = gluon.data.DataLoader(dataset, 8)
+    for _, x in enumerate(loader1):
+        assert x.context == context.cpu(default_dev_id)
+
+    # use pinned memory with default device id
+    loader2 = gluon.data.DataLoader(dataset, 8, pin_memory=True)
+    for _, x in enumerate(loader2):
+        assert x.context == context.cpu_pinned(default_dev_id)
+
+    # use pinned memory with custom device id
+    loader3 = gluon.data.DataLoader(dataset, 8, pin_memory=True,
+                                    pin_device_id=custom_dev_id)
+    for _, x in enumerate(loader3):
+        assert x.context == context.cpu_pinned(custom_dev_id)
+
+
 if __name__ == '__main__':
     import nose
     nose.runmodule()