[Minor] add delete test and delete tmp file on ci server

[yichuan520030910320]

Motivation

Delete the tmp file generated while running CI in the batch API partially introduced by #1222 /delete useless file

Modifications

test_openai_server

Checklist

• Format your code according to the Contributor Guide.
• Add unit tests as outlined in the Contributor Guide.
• Update documentation as needed, including docstrings or example tutorials.