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Which issue does this PR close?
Closes #1164
Rationale for this change
This avoids running the parquet tests from "leaking" random parquet files in your local filesystem. It also eliminates a reasonable amount of plumbing, and potential source of test concurrency bugs, with filenames being plumbed through the tests.
What changes are included in this PR?
This changes to using tempfile for temporary files, which is also used by arrow
Are there any user-facing changes?
No, the util module is marked experimental