MultiProcessCollector.collect() crashing on missing files

[xavfernandez]

Hello,

When you've used a lot of pids and have a lot of metrics files lying around, there is a high probability that mark_process_dead

client_python/prometheus_client/multiprocess.py

Lines 140 to 147 in 8a4f2de

	def mark_process_dead(pid, path=None):
	"""Do bookkeeping for when one process dies in a multi-process setup."""
	if path is None:
	path = os.environ.get('prometheus_multiproc_dir')
	for f in glob.glob(os.path.join(path, 'gauge_livesum_{0}.db'.format(pid))):
	os.remove(f)
	for f in glob.glob(os.path.join(path, 'gauge_liveall_{0}.db'.format(pid))):
	os.remove(f)

will be called between the glob.glob call and the self.merge one:

client_python/prometheus_client/multiprocess.py

Lines 136 to 137 in 8a4f2de

	files = glob.glob(os.path.join(self._path, '*.db'))
	return self.merge(files, accumulate=True)

leading to:

$ prometheus_multiproc_dir=/tmp/prometheus_metrics python
Python 3.7.3 (default, May  8 2019, 05:31:59)
[GCC 6.3.0 20170516] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> from prometheus_client import multiprocess
>>> from prometheus_client import generate_latest, CollectorRegistry
>>> registry = CollectorRegistry()
>>> multiprocess.MultiProcessCollector(registry)
<prometheus_client.multiprocess.MultiProcessCollector object at 0x7ffb0b1efa58>
>>> data = generate_latest(registry)
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "/home/grocker/app.venv/lib/python3.7/site-packages/prometheus_client/exposition.py", line 89, in generate_latest
   for metric in registry.collect():
 File "/home/grocker/app.venv/lib/python3.7/site-packages/prometheus_client/registry.py", line 75, in collect
   for metric in collector.collect():
 File "/home/grocker/app.venv/lib/python3.7/site-packages/prometheus_client/multiprocess.py", line 30, in collect
   return self.merge(files, accumulate=True)
 File "/home/grocker/app.venv/lib/python3.7/site-packages/prometheus_client/multiprocess.py", line 43, in merge
   d = MmapedDict(f, read_mode=True)
 File "/home/grocker/app.venv/lib/python3.7/site-packages/prometheus_client/mmap_dict.py", line 39, in __init__
   self._f = open(filename, 'rb' if read_mode else 'a+b')
FileNotFoundError: [Errno 2] No such file or directory: '/tmp/prometheus_metrics/gauge_livesum_37367.db'

An easy fix could be #424.