I'd like to step back a bit:
* having multiple test files allow parallelizing (an important feature when 
developing, especially now that Parquet tests have been added to the bunch - 
some of them are quite slow)
* linking should be fast if Arrow is linked as a shared library
* the test executables should be small if Arrow is linked as a shared library

The fact that we do/did static linking for tests is an anomaly, and is IMHO the 
real source of the slowness and disk consumption.

[ Full content available at: https://github.com/apache/arrow/pull/2704 ]
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