TST: remove ResourceWarnings
So just enabled `ResourceWarnings` to show up (these are only on PY3), see a sample run [here](https://travis-ci.org/pydata/pandas/jobs/122942984); they are only enabled on the 3.5-dev build (you can manually enable by setting `PANDAS_TESTING_MODE="deprecate"`

These are unclosed filehandles mostly in the `read_csv` tests.

So there are 2 cases here which need to be dealt with:
- when we uncompress things, we create a wrapper around the decompressor, these need to be closed, ONLY if the original handle was a string (IOW a pth), and NOT a filehandle itself (which we need to leave open)
- when we have a `utf-16` encoding we create a `UTFReader` object which needs to be closed (but same as above, you can't close it if the original handle was open to begin with)

So I added some `.close()` methods to the readers, but they are not explicity called anywhere. We need to figure out when to do this.

This might be a bit non-trivial!
