BUG/CI: unreliable tests in `io\parser\test_common.py`
Those two tests
```bash
pandas\tests\io\parser\test_common.py:test_chunks_have_consistent_numerical_type
pandas\tests\io\parser\test_common.py:test_warn_if_chunks_have_mismatched_type
```
have been producing ResourceWarning occasionally on Windows-py37-np16 and travis-37. I think they might happen on other builds as well. I just haven't seen them yet.

```bash
all_parsers = <pandas.tests.io.parser.conftest.PythonParser object at 0x0000016ADEAFB808>

    def test_chunks_have_consistent_numerical_type(all_parsers):
        parser = all_parsers
        integers = [str(i) for i in range(499999)]
        data = "a\n" + "\n".join(integers + ["1.0", "2.0"] + integers)
    
        # Coercions should work without warnings.
        with tm.assert_produces_warning(None):
>           result = parser.read_csv(StringIO(data))

pandas\tests\io\parser\test_common.py:1148: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _

self = <contextlib._GeneratorContextManager object at 0x0000016AA37A05C8>
type = None, value = None, traceback = None

    def __exit__(self, type, value, traceback):
        if type is None:
            try:
>               next(self.gen)
E               AssertionError: Caused unexpected warning(s): [('ResourceWarning', ResourceWarning("unclosed <socket.socket fd=2972, family=AddressFamily.AF_INET, type=SocketKind.SOCK_STREAM, proto=0, laddr=('10.1.0.4', 1650), raddr=('169.254.169.254', 80)>"), 'D:\\a\\1\\s\\pandas\\io\\parsers.py', 3007)]

C:\Miniconda\envs\pandas-dev\lib\contextlib.py:119: AssertionError
```

```bash
all_parsers = <pandas.tests.io.parser.conftest.PythonParser object at 0x000001F32E4A2748>

    def test_warn_if_chunks_have_mismatched_type(all_parsers):
        warning_type = None
        parser = all_parsers
        integers = [str(i) for i in range(499999)]
        data = "a\n" + "\n".join(integers + ["a", "b"] + integers)
    
        # see gh-3866: if chunks are different types and can't
        # be coerced using numerical types, then issue warning.
        if parser.engine == "c" and parser.low_memory:
            warning_type = DtypeWarning
    
        with tm.assert_produces_warning(warning_type):
>           df = parser.read_csv(StringIO(data))

pandas\tests\io\parser\test_common.py:1167: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _

self = <contextlib._GeneratorContextManager object at 0x000001F3076E7948>
type = None, value = None, traceback = None

    def __exit__(self, type, value, traceback):
        if type is None:
            try:
>               next(self.gen)
E               AssertionError: Caused unexpected warning(s): [('ResourceWarning', ResourceWarning("unclosed <socket.socket fd=6620, family=AddressFamily.AF_INET, type=SocketKind.SOCK_STREAM, proto=0, laddr=('10.1.0.4', 1656), raddr=('169.254.169.254', 80)>"), 'D:\\a\\1\\s\\pandas\\io\\parsers.py', 3007)]

C:\Miniconda\envs\pandas-dev\lib\contextlib.py:119: AssertionError
```

Those two tests don't fail everytime. And they are skipped for now.
