[python] Minor fix: close open file pointer (#2039)
[python] Minor fix: close open file pointer (#2039)


microsoft/LightGBM,microsoft/LightGBM,microsoft/LightGBM,microsoft/LightGBM,henry0312/LightGBM,henry0312/LightGBM,microsoft/LightGBM,henry0312/LightGBM,henry0312/LightGBM,henry0312/LightGBM