Fixed #1134 Close temp file after file name is obtained

[seanlaw]

See #1134

Pull Request Checklist

Below is a simple checklist but please do not hesitate to ask for assistance!

• Fork, clone, and checkout the newest version of the code
• Create a new branch
• Make necessary code changes
• Install black (i.e., python -m pip install black or conda install -c conda-forge black)
• Install flake8 (i.e., python -m pip install flake8 or conda install -c conda-forge flake8)
• Install pytest-cov (i.e., python -m pip install pytest-cov or conda install -c conda-forge pytest-cov)
• Run black --exclude=".*\.ipynb" --extend-exclude=".venv" --diff ./ in the root stumpy directory
• Run flake8 --extend-exclude=.venv ./ in the root stumpy directory
• Run ./setup.sh dev && ./test.sh in the root stumpy directory
• Reference a Github issue (and create one if one doesn't already exist)

[gitnotebooks]

Review these changes at https://app.gitnotebooks.com/stumpy-dev/stumpy/pull/1135