Add a pure Python OpenMP test to make sure everything works from pure Python mode.

tests/run/pure_parallel.py

+# mode: run
+# tag: openmp, pure3.6
+
+import cython
+from cython.parallel import prange, parallel
+
+
+def prange_regression(n: cython.int, data: list):
+    """
+    >>> prange_regression(10, list(range(1, 4)))
+    19
+    """
+    s: cython.int = 0
+    i: cython.int
+    d: cython.int[3] = data
+
+    for i in prange(n, num_threads=3, nogil=True):
+        s += d[i % 3]
+    return s
+
+
+def prange_with_gil(n: cython.int, x):
+    """
+    >>> sum(3*i for i in range(10))
+    135
+    >>> prange_with_gil(10, 3)
+    135
+    """
+    i: cython.int
+    s: cython.int = 0
+
+    for i in prange(n, num_threads=3, nogil=True):
+        with cython.gil:
+            s += x * i
+
+    return s
+
+
+@cython.cfunc
+def use_nogil(x, i: cython.int) -> cython.int:
+    cx: cython.int = x
+    with cython.nogil:
+        return cx * i
+
+
+def prange_with_gil_call_nogil(n: cython.int, x):
+    """
+    >>> sum(3*i for i in range(10))
+    135
+    >>> prange_with_gil(10, 3)
+    135
+    """
+    i: cython.int
+    s: cython.int = 0
+
+    for i in prange(n, num_threads=3, nogil=True):
+        with cython.gil:
+            s += use_nogil(x, i)
+
+    return s