Prospector not killed on VSCode close

Environment data

• VS Code version: 1.27.2
• Extension version (available under the Extensions sidebar): 2018.8.0
• OS and version: Linux
• Python version (& distribution if applicable, e.g. Anaconda): python 3.6
• Type of virtual environment used (N/A | venv | virtualenv | conda | …): pipenv
• Relevant/affected Python packages and their versions: prospector 1.1.2

Actual behavior

Sometimes prospector (because of pylint, see PyCQA/pylint#2198) can take a VERY long time to run. After closing VSCode, prospector continued to run.

Expected behavior

On closing VSCode, the linter should be stopped.

Steps to reproduce:

1. I opened one file from pandas, I suspect that vscode started prospector on it (is it actually normal that the linter is run on a file outside my project?)
2. I closed VSCode
3. A process was continuing to run (and eat all my CPU 😉:

/home/victor/.local/share/virtualenvs/bretl-YRwJFXpT/bin/python -m prospector --absolute-paths --output-format=json frame.py

[brettcannon]

@victornoel yes please.

[DonJayamanne]

Closing in favor of https://github.com/Microsoft/vscode-python/issues/3331