Win tests

Merge pull request #21997 from dpizetta/dpizetta-patch-1 #32

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Run time

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Job	Run time
Windows - Py3.9, pip, fast	38m 2s
Windows - Py3.9, pip, slow	26m 4s
Windows - Py3.9, conda, fast	37m 7s
Windows - Py3.9, conda, slow	27m 17s
	2h 8m 30s