Fixes issue 1571:

Adding missing close for open.
If the "close()" call is missing after a "open(filename)" call, the filename isn't guaranteed to be closed before the interpreter exits.
This is generally a bad practice as explained here: https://stackoverflow.com/questions/7395542/is-explicitly-closing-files-important

Also replaced "fid=open(filename) fid.close()" statements for files with the safer
"with open(filename) as fid:" blocks. See https://www.python.org/dev/peps/pep-0343/

packaging/setup.py

@@ -42,8 +42,7 @@ for wc in ['wxWidgets/configure',
 if sys.version_info < (3,):
     execfile('setup.py')
 else:
-    f = open('setup.py', 'r')
-    source = f.read()
-    f.close()
+    with open('setup.py', 'r') as f:
+        source = f.read()
     exec(source)