TST, COMPAT: Make MMapWrapper tests Windows compatible
Partially addresses #13721 by addressing the `MMapWrapper` test failure.  The issue was we didn't have control over the newline character, so the test was re-written to give us that control.

I think you can use `open(..., mode='U')`?
 Unfortunately, that seems to butcher what the end-of-line characters are:

``` python
>>> f = open('test.txt', 'w+')
>>> f.write('a\r\n')
3
>>> f.write('a\r\n')
3
>>> f.write('a\r\n')
3
>>> f.close()
>>> f = open('test.txt', mode='U')
>>> f.readlines()   # mmap will recognize the '\r\n' though
['a\n', 'a\n', 'a\n']
```
 @jreback : Because this is a `readlines` issue and NOT an issue with `mmap`, as workaround, I am going to call `.strip()` just to remove the newline character and compare actual content.
 ## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/13732?src=pr) is 84.56% (diff: 100%)

> Merging [#13732](https://codecov.io/gh/pydata/pandas/pull/13732?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will not change coverage

``` diff
@@             master     #13732   diff @@
==========================================
  Files           141        141          
  Lines         51196      51196          
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
  Hits          43296      43296          
  Misses         7900       7900          
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [bb6b5e5...dd1b60b](https://codecov.io/gh/pydata/pandas/compare/bb6b5e54edaf046389e8cce28e7cd27ee87f5fcc...dd1b60b63896d66fb51a7dbb87a82db838c806b3?src=pr)
 @jreback : I fixed the test, so Travis now passes.  Ready to merge if there are no other concerns.
 lgtm (though @jorisvandenbossche if you'd test on windows to be sure)
 oddly though I cannot reproduce this anymore.......
 Sorry, I wasn't using my windows the last days
