bpo-30280: Cleanup threads in ayncio tests (#2501)

* bpo-30280: asyncio now cleans up threads

asyncio base TestCase now uses threading_setup() and
threading_cleanup() of test.support to cleanup threads.

* asyncio: Fix TestBaseSelectorEventLoop cleanup

bpo-30280: TestBaseSelectorEventLoop of
test.test_asyncio.test_selector_events now correctly closes the event
loop: cleanup its executor to not leak threads.

Don't override the close() method of the event loop, only override
the_close_self_pipe() method.
diff --git a/Lib/asyncio/test_utils.py b/Lib/asyncio/test_utils.py
index d273b08..1505950 100644
--- a/Lib/asyncio/test_utils.py
+++ b/Lib/asyncio/test_utils.py
@@ -32,6 +32,7 @@
 from . import tasks
 from .coroutines import coroutine
 from .log import logger
+from test import support
 
 
 if sys.platform == 'win32':  # pragma: no cover
@@ -454,6 +455,7 @@
     def setUp(self):
         self._get_running_loop = events._get_running_loop
         events._get_running_loop = lambda: None
+        self._thread_cleanup = support.threading_setup()
 
     def tearDown(self):
         self.unpatch_get_running_loop()
@@ -464,6 +466,10 @@
         # in an except block of a generator
         self.assertEqual(sys.exc_info(), (None, None, None))
 
+        self.doCleanups()
+        support.threading_cleanup(*self._thread_cleanup)
+        support.reap_children()
+
 
 @contextlib.contextmanager
 def disable_logger():
diff --git a/Lib/test/test_asyncio/test_selector_events.py b/Lib/test/test_asyncio/test_selector_events.py
index 6bf7862..c50b3e4 100644
--- a/Lib/test/test_asyncio/test_selector_events.py
+++ b/Lib/test/test_asyncio/test_selector_events.py
@@ -24,16 +24,14 @@
 
 class TestBaseSelectorEventLoop(BaseSelectorEventLoop):
 
-    def close(self):
-        # Don't call the close() method of the parent class, because the
-        # selector is mocked
-        self._closed = True
-
     def _make_self_pipe(self):
         self._ssock = mock.Mock()
         self._csock = mock.Mock()
         self._internal_fds += 1
 
+    def _close_self_pipe(self):
+        pass
+
 
 def list_to_buffer(l=()):
     return bytearray().join(l)