[C++] Test failures not propagated in Windows shared builds

[asfimport]

See google/googletest#2261

Try e.g. this change:

diff --git a/cpp/src/arrow/buffer-test.cc b/cpp/src/arrow/buffer-test.cc
index 9b0530e5c..ce7628f55 100644
--- a/cpp/src/arrow/buffer-test.cc
+++ b/cpp/src/arrow/buffer-test.cc
@@ -35,6 +35,10 @@
 namespace arrow {

 TEST(TestAllocate, Bitmap) {
+  auto buf1 = Buffer::FromString("a");
+  auto buf2 = Buffer::FromString("b");
+  AssertBufferEqual(*buf1, *buf2);
+
   std::shared_ptr<Buffer> new_buffer;
   ARROW_EXPECT_OK(AllocateBitmap(default_memory_pool(), 100, &new_buffer));
   EXPECT_GE(new_buffer->size(), 13);

On a Windows shared library build, it outputs this:

[==========] Running 31 tests from 11 test cases.
[----------] Global test environment set-up.
[----------] 2 tests from TestAllocate
[ RUN      ] TestAllocate.Bitmap
..\src\arrow\testing\gtest_util.cc(120): error: Value of: buffer.Equals(expected
)
  Actual: false
Expected: true
[       OK ] TestAllocate.Bitmap (0 ms)
[ RUN      ] TestAllocate.EmptyBitmap
[       OK ] TestAllocate.EmptyBitmap (0 ms)
[----------] 2 tests from TestAllocate (0 ms total)

.... and the entire test file is marked passed.

Reporter: Antoine Pitrou / @pitrou
Assignee: Wes McKinney / @wesm

PRs and other links:

• GitHub Pull Request #4380

_{Note: This issue was originally created as ARROW-5403. Please see the migration documentation for further details.}

[asfimport]

Uwe Korn / @xhochy:
Maybe we need to add ASSERT_NO_RAISES around AssertBufferEqual as we did in some other tests?

[asfimport]

Antoine Pitrou / @pitrou:
What is ASSERT_NO_RAISES? I can't find it anywhere.

[asfimport]

Uwe Korn / @xhochy:
Sorry, I meant ASSERT_NO_THROW

[asfimport]

Antoine Pitrou / @pitrou:
ASSERT_NO_THROW(...) doesn't change anything here. And besides, it would be a PITA to change all calls to test helpers.

I think that the solution may be to use a DLL version of gtest. However, massaging CMake to use the gtest DLL seems above my level of CMake proficiency.

[asfimport]

Antoine Pitrou / @pitrou:
By which I mean I'm trying the following changes:
https://gist.github.com/pitrou/e107d5ae292db5229a36026e113c867f

and get this cryptic error:

(arrow) c:\t\arrow\cpp\build-release>cmake --build . --config Release --target install
ninja: error: 'GTest::GTest-NOTFOUND', needed by 'release/arrow_testing.lib', missing and no known rule to make it

[asfimport]

Wes McKinney / @wesm:
I'm OK to take a look if you can push these changes to a branch

[asfimport]

Antoine Pitrou / @pitrou:
I'm working on something else right now. I think you can just take the gist above + the diff in the report above.

[asfimport]

Wes McKinney / @wesm:
OK, will do, thanks

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 4380
#4380