MRG: fixes to get Windows tests to pass

A few problems with the Windows buildbots:

* Gzip won't open in text mode (it shouldn't anyway);
* A bug in scriptrunners causing the command name to be quoted, which Windows
  does not allow;
* Longdouble is the same thing as float64, need to allow for this in tests
  settting header dtype;
* Windows is fussy about objects letting go of memory maps before deleting the
  file, so delete objects before letting system delete temporary files.