Fix tests on windows

Fix tests on windows

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Update the tests to make them run on windows
### Description
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The main changes are:
- Correctly manage the paths on windows vs *nix like system.
- Manage the new lines \r\n vs \n
- Windows cannot remove open files, namely the sqlite db, so it keeps track of the connections and closes them before removing the files.

I've tested with sqlite, postgres and mysql and all pass (on windows 10)

This fixes #632
### Checklist
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This pull request is:

- [ ] A documentation / typographical error fix
	- Good to go, no issue or tests are needed
- [x] A short code fix
	- please include the issue number, and create an issue if none exists, which
	  must include a complete example of the issue.  one line code fixes without an
	  issue and demonstration will not be accepted.
	- Please include: `Fixes: #<issue number>` in the commit message
	- please include tests.   one line code fixes without tests will not be accepted.
- [ ] A new feature implementation
	- please include the issue number, and create an issue if none exists, which must
	  include a complete example of how the feature would look.
	- Please include: `Fixes: #<issue number>` in the commit message
	- please include tests.

**Have a nice day!**

Closes: #639
Pull-request: https://github.com/sqlalchemy/alembic/pull/639
Pull-request-sha: c6b7794510b5179f6ea574019df79a040e3c5f42

Change-Id: Ibbf7e1da941196d98d6a2e60d5f1bb3a253cca2b