CLN: contextmanagers should yield in a try-finally block

[twoertwein]

@contextmanagers should yield within a try-finally block to release/reset even when an error occurs.

[jreback]

what motivated this change? e.g. did you see an error on something?

[twoertwein]

what motivated this change? e.g. did you see an error on something?

No error, was just grepping for @contextmanager to see whether they all use try-finally. I think at least the change in file_leak_context should be very useful to verify that IO even closes file handles in case of an error (not sure how important the other two changes are).

[jbrockmendel]

LGTM

[jreback]

thanks @twoertwein