relay: don't purge relay logs when connected to last source (#1400)

[ti-srebot]

cherry-pick #1400 to release-2.0
You can switch your code base to this Pull Request by using git-extras:

# In dm repo:
git pr https://github.com/pingcap/dm/pull/1428

After apply modifications, you can push your change to this PR via:

git push [email protected]:ti-srebot/dm.git pr/1428:release-2.0-efa5b30ee9be

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What problem does this PR solve?

close #1398

What is changed and how it works?

Purge relay log directory when switch to different upstream.

If reconnected to same upstream, relay will look at position saved in relay meta and needed position which specified by user or saved in syncer checkpoint. If relay.meta is left behind, purge the relay folder

Check List

Tests

• Integration test
• Manual test (check in changed integration test, relay-dir has indeed contained "mysql-bin.000001")

Code changes

Side effects

Related changes

• Need to cherry-pick to the release branch
• Need to be included in the release note