Add on_close to HTTPServerConnectionDelegate.

Add on_close to HTTPServerConnectionDelegate.

Add close_all_connections method to HTTPServer for testing cleanup.
On Python versions before 3.4, the GC has problems with generators,
so the previous approach of closing all the file descriptors and
leave the rest to the GC no longer works.  (Only Python 3.3 prints
the uncollectable garbage warnings, but the problem is present
in earlier versions).