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ARROW-1265: [Plasma] Clean up all resources on SIGTERM to keep valgrind output clean

@pcmoritz this might be a little bit OCD since all of the valgrind warnings were for memory that was still reachable, but let me know what you think.

Author: Wes McKinney <wes.mckinney@twosigma.com>

Closes #921 from wesm/ARROW-1265 and squashes the following commits:

ac2e8309 [Wes McKinney] Consistent function naming style for EventLoop methods
22f440f4 [Wes McKinney] clang-format
97dbd16f [Wes McKinney] Clean up all resources on SIGTERM to keep valgrind output clean