Call check_signals in the scan to support signal handlers
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gatesn commented
https://docs.rs/pyo3/latest/pyo3/marker/struct.Python.html#method.check_signals
Ideally, we call this at various points in our Rust code, I think a nice place would be for in the "next" of a record batch reader? This will raise a PyErr if a signal has been caught and allow the program to exit, e.g. ctrl+c