[MRG+1] TST remove temp files and folders #2570
This PR makes sure temp files are deleted in tests. It also fixes a weird pytest+OS X issue. Previously tests failed for me with exception like this:
pytest intercepts temp file creation to provide readable file/folder names; path is built from method name; in case of conflicts pytests uses increasing numbers, but it seems it doesn’t account for case-insensitive (but case preserving) OS X filesystem. There are methods named test_encoding, pytest thinks test_Encoding is different and fails to create a test folder
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