RVAmeche is correct with that statement. However, It is recommended that testing is done immediately prior to installation to ensure that the valve is set correctly. These are delicate instruments and carraige, handling etc., can and has an affect on the setting.
NB: Being a Safety Valve on steam, it should be fitted with a lever. This is an ASME mandated requirement to check the valve periodically that it works - NOT a set pressure setting test, but to check its functionability. This is from the old days when untreated water tended to stick the valve internals. Unfortunately the lever is wrongly sometimes used for physically lifting the valve during the manhandling causing damage to seats and spindle.
Best test to do now is on the boiler itself, but this requires specialist operators, and what if the valve does not work? In-situ testing using outside equipment can check set pressure but not seat condition, full opening/closing, condition of internals etc.
There is also local authority, insurer and valve suppliers requirements to note.
The SV is there to protect life and property as a last resort. Don't compromise this safety
Per ISO, only the term Safety Valve is used regardless of application or design.