Fix bug that leaves fds in select after EOF received

paramiko/agent.py

@@ -130,15 +130,22 @@ class AgentProxyThread(threading.Thread):
                     if len(data) != 0:
                         self.__inr.send(data)
                     else:
+                        self._close()
                         break
                 elif self.__inr == fd:
                     data = self.__inr.recv(512)
                     if len(data) != 0:
                         self._agent._conn.send(data)
                     else:
+                        self._close()
                         break
             time.sleep(io_sleep)
 
+    def _close(self):
+        self._exit = True
+        self.__inr.close()
+        self._agent._conn.close()
+
 class AgentLocalProxy(AgentProxyThread):
     """
     Class to be used when wanting to ask a local SSH Agent being