Use tempfile to make a file.

wrappers/python/tests/TestDcdFile.py

 import unittest
 import tempfile
-import numpy as np
 from simtk.openmm import app
 import simtk.openmm as mm
 from simtk import unit
@@ -10,13 +9,14 @@ import os
 class TestDCDFile(unittest.TestCase):
     def test_dcd(self):
         """ Test the DCD file """
+        fname = tempfile.mktemp(suffix='.dcd')
         pdbfile = app.PDBFile('systems/alanine-dipeptide-implicit.pdb')
         natom = len(list(pdbfile.topology.atoms()))
-        dcd = app.DCDFile(open('test.dcd', 'w'), pdbfile.topology, 0.001)
+        dcd = app.DCDFile(open(fname, 'w'), pdbfile.topology, 0.001)
         for i in range(5):
             dcd.writeModel([mm.Vec3(random(), random(), random()) for j in range(natom)]*unit.angstroms)
         dcd._file.close()
-        os.remove('test.dcd')
+        os.remove(fname)
 
 if __name__ == '__main__':
     unittest.main()