azure: use selector event loop for windows

[isidentical]

Resolves #5982

[efiop]

For the record: discussed with @isidentical that we'll try to submit it to adlfs, as it is closer to to aiohttp than we are.

[isidentical]

roshan on discord tested it out and confirmed that it works with proxies on windows: https://discord.com/channels/485586884165107732/485596304961962003/840211663386050611

[efiop]

@Mergifyio rebase

[mergify]

Command rebase: success

Branch has been successfully rebased

[efiop]

@isidentical Looks like windows is failing:

2021-05-07T18:49:23.2800440Z ____________________________ test_temp_event_loop _____________________________
2021-05-07T18:49:23.2801531Z [gw3] win32 -- Python 3.8.9 C:\hostedtoolcache\windows\Python\3.8.9\x64\python.exe
2021-05-07T18:49:23.2802427Z 
2021-05-07T18:49:23.2802997Z     def test_temp_event_loop():
2021-05-07T18:49:23.2803382Z         def procedure():
2021-05-07T18:49:23.2803806Z             loop = asyncio.get_event_loop()
2021-05-07T18:49:23.2804326Z             loop.run_until_complete(asyncio.sleep(0))
2021-05-07T18:49:23.2804767Z             return "yeey"
2021-05-07T18:49:23.2805077Z     
2021-05-07T18:49:23.2805432Z         def wrapped_procedure():
2021-05-07T18:49:23.2806161Z             with _temp_event_loop():
2021-05-07T18:49:23.2806544Z                 return procedure()
2021-05-07T18:49:23.2807014Z     
2021-05-07T18:49:23.2807357Z             # it should clean the loop after
2021-05-07T18:49:23.2807771Z             # exitting the context.
2021-05-07T18:49:23.2808220Z             with pytest.raises(RuntimeError):
2021-05-07T18:49:23.2808690Z                 asyncio.get_event_loop()
2021-05-07T18:49:23.2809024Z     
2021-05-07T18:49:23.2809471Z         with ThreadPoolExecutor(max_workers=1) as executor:
2021-05-07T18:49:23.2810329Z             future = executor.submit(procedure)
2021-05-07T18:49:23.2810711Z     
2021-05-07T18:49:23.2811075Z             with pytest.raises(RuntimeError):
2021-05-07T18:49:23.2811516Z                 future.result()
2021-05-07T18:49:23.2811812Z     
2021-05-07T18:49:23.2812402Z             future = executor.submit(wrapped_procedure)
2021-05-07T18:49:23.2813182Z >           assert future.result() == "yeey"
2021-05-07T18:49:23.2813474Z 
2021-05-07T18:49:23.2813794Z tests\unit\fs\test_azure.py:69: 
2021-05-07T18:49:23.2814183Z _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
2021-05-07T18:49:23.2814786Z C:\hostedtoolcache\windows\Python\3.8.9\x64\lib\concurrent\futures\_base.py:444: in result
2021-05-07T18:49:23.2815386Z     return self.__get_result()
2021-05-07T18:49:23.2816343Z C:\hostedtoolcache\windows\Python\3.8.9\x64\lib\concurrent\futures\_base.py:389: in __get_result
2021-05-07T18:49:23.2816939Z     raise self._exception
2021-05-07T18:49:23.2817499Z C:\hostedtoolcache\windows\Python\3.8.9\x64\lib\concurrent\futures\thread.py:57: in run
2021-05-07T18:49:23.2818138Z     result = self.fn(*self.args, **self.kwargs)
2021-05-07T18:49:23.2818660Z tests\unit\fs\test_azure.py:55: in wrapped_procedure
2021-05-07T18:49:23.2819095Z     return procedure()
2021-05-07T18:49:23.2819514Z tests\unit\fs\test_azure.py:49: in procedure
2021-05-07T18:49:23.2820134Z     loop = asyncio.get_event_loop()
2021-05-07T18:49:23.2820551Z _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
2021-05-07T18:49:23.2820769Z 
2021-05-07T18:49:23.2821490Z self = <asyncio.windows_events.WindowsSelectorEventLoopPolicy object at 0x000001A385AB2250>
2021-05-07T18:49:23.2822314Z 
2021-05-07T18:49:23.2822869Z     def get_event_loop(self):
2021-05-07T18:49:23.2823330Z         """Get the event loop for the current context.
2021-05-07T18:49:23.2823700Z     
2021-05-07T18:49:23.2824152Z         Returns an instance of EventLoop or raises an exception.
2021-05-07T18:49:23.2824786Z         """
2021-05-07T18:49:23.2825128Z         if (self._local._loop is None and
2021-05-07T18:49:23.2825575Z                 not self._local._set_called and
2021-05-07T18:49:23.2826498Z                 isinstance(threading.current_thread(), threading._MainThread)):
2021-05-07T18:49:23.2827111Z             self.set_event_loop(self.new_event_loop())
2021-05-07T18:49:23.2827490Z     
2021-05-07T18:49:23.2827984Z         if self._local._loop is None:
2021-05-07T18:49:23.2828476Z >           raise RuntimeError('There is no current event loop in thread %r.'
2021-05-07T18:49:23.2829058Z                                % threading.current_thread().name)
2021-05-07T18:49:23.2829753Z E           RuntimeError: There is no current event loop in thread 'ThreadPoolExecutor-275_0'.
2021-05-07T18:49:23.2830290Z 
2021-05-07T18:49:23.2830810Z C:\hostedtoolcache\windows\Python\3.8.9\x64\lib\asyncio\events.py:639: RuntimeError

[isidentical]

Looks like windows is failing:

I will check later 👀