TST: extend check for leaked files
Use `ResourceWarning`s as indicators of leaked files. I left the `psutil`-based check for leaked files.

I enabled the check for leaked files for all io tests.

boto3 (#17058) is probably causing all of the unclosed ssl connections. This PR ignores ResourceWarnings that contain the string `'ssl'`. The fixture applied to all io tests further ignores all connections found by `psutils` for the same reason. Connections are checked for code that was previously covered by `check_file_leaks`.
Hello @twoertwein! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:

























There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2021-03-31 11:44:04 UTC I added a test to make sure that `ResourceWarning` are being generated+caught: it works for me locally and on some of the CI test runs.

The test to check this leaks a file ending with "_resoruce_test" [1]. For the test runs that fail it seems that this exact file's `ResourceWarning` is associated with different tests!?! I don't understand how the warnings are associated with different tests!

[1] https://github.com/pandas-dev/pandas/pull/39047/files#diff-6e61080cbd905ab74df62dfef5763fe30dc51efd2db7a56a5a9d38281dd96e7bR450


edit: this phenomenon might probably also explain some ssl `ResourceWarning`s in test that definitely have no ssl/networking component.  @twoertwein how's this coming? > @twoertwein how's this coming?

I assume pytest-xdist might cause warnings to be associated with the other tests but I haven't yet tested disabling pytest-xdist on the CI. @twoertwein do you have a plan in mind for how to get this finished? > @twoertwein do you have a plan in mind for how to get this finished?

It still fails when running pytest with `-n 0 --dist=no`. I'm not sure of to further debug this: there must be some difference between me running the tests locally and the CI. I do not get the failing tests on my machine. > I'm not sure of to further debug this: there must be some difference between me running the tests locally and the CI. I do not get the failing tests on my machine.

Sorry to hear that, and that i dont have any helpful suggestions.

If you're not planning on working on this in the near future, let's close this to clear the queue.