Have all algorithm test programs call fips_algtest_init() at startup:

this will perform all standalone operations such as setting error
callbacks, entering FIPS mode etc.

fips/sha/fips_shatest.c

@@ -91,9 +91,7 @@ int main(int argc, char **argv)
 	FILE *in = NULL, *out = NULL;
 
 	int ret = 1;
-	fips_set_error_print();
-	if(!FIPS_mode_set(1))
-		goto end;
+	fips_algtest_init();
 
 	if (argc == 1)
 		in = stdin;