RF: delete objects holding files for windows

Windows complaining about trying to delete files that still have objects
holding onto them.  Delete these objects as we go.
RF: allow for Windows double == longdouble

On Visual studio builds of numpy, longdouble is the same as double.
BF: cannot quote command for Windows

Windows errors for a command with quotes, bless.

Only quote arguments with spaces, hoping the commands don't have spaces.
RF: don't test opening gzip in text mode

It doesn't make sense to open gzip files in text mode, and Windows is throwing
an error, so drop that test.