[issue26620] Fix ResourceWarning warnings in test_urllib2_localnet

[STINNER Victor]

New submission from STINNER Victor:

Attached patch fixes 3 ResourceWarning warnings in Lib/test/test_urllib2_localnet.py.

See also issue #26612 (test_ssl).

Example of warning logged by "./python -X tracemalloc=25  -m test -v test_urllib2_localnet ":
---
/home/haypo/prog/python/default/Lib/test/support/__init__.py:1444: ResourceWarning: unclosed <socket.socket [closed] fd=6, family=AddressFamily.AF_INET, type=SocketKind.SOCK_STREAM, proto=6>
  gc.collect()
Object allocated at (most recent call first):
  File "/home/haypo/prog/python/default/Lib/socket.py", lineno 697
    sock = socket(af, socktype, proto)
  File "/home/haypo/prog/python/default/Lib/http/client.py", lineno 898
    (self.host,self.port), self.timeout, self.source_address)
  File "/home/haypo/prog/python/default/Lib/http/client.py", lineno 926
    self.connect()
  File "/home/haypo/prog/python/default/Lib/http/client.py", lineno 983
    self.send(msg)
  File "/home/haypo/prog/python/default/Lib/http/client.py", lineno 1151
    self._send_output(message_body)
  File "/home/haypo/prog/python/default/Lib/http/client.py", lineno 1200
    self.endheaders(body)
  File "/home/haypo/prog/python/default/Lib/http/client.py", lineno 1155
    self._send_request(method, url, body, headers)
  File "/home/haypo/prog/python/default/Lib/urllib/request.py", lineno 1303
    h.request(req.get_method(), req.selector, req.data, headers)
  File "/home/haypo/prog/python/default/Lib/urllib/request.py", lineno 1331
    return self.do_open(http.client.HTTPConnection, req)
  File "/home/haypo/prog/python/default/Lib/urllib/request.py", lineno 503
    result = func(*args)
  File "/home/haypo/prog/python/default/Lib/urllib/request.py", lineno 543
    '_open', req)
  File "/home/haypo/prog/python/default/Lib/urllib/request.py", lineno 525
    response = self._open(req, data)
  File "/home/haypo/prog/python/default/Lib/urllib/request.py", lineno 222
    return opener.open(url, data, timeout)
  File "/home/haypo/prog/python/default/Lib/test/test_urllib2_localnet.py", lineno 595
    urllib.request.urlopen(req)
  (...)
---

----------
components: Tests
messages: 262258
nosy: haypo, martin.panter
priority: normal
severity: normal
status: open
title: Fix ResourceWarning warnings in test_urllib2_localnet
type: resource usage
versions: Python 3.6

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Python tracker <report at bugs.python.org>
<http://bugs.python.org/issue26620>
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