Make more tests run on Windows

[mehrdadn]

Why are these changes needed?

We make more tests run on Windows for Python 3.8.2.

For now we do this via direct invocation of pytest.

Later we'll fix some more issues to hopefully use bazel test and support earlier versions of Python.

Related issue number

#631

Checks

• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/latest/.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failure rates at https://ray-travis-tracker.herokuapp.com/.
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested (please justify below)

[AmplabJenkins]

Can one of the admins verify this patch?

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[mehrdadn]

Hmm I'll rerun his, confused why the commit tests didn't pass here when they passed for mine... please don't merge yet, sorry.

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[edoakes]

LGTM