RotatingFileHandler is also affected by the same issue.

Both RotatingFileHandler and TimedRotatingFileHandler have a shouldRollover method which, if it returns False, should prevent rollover.

I would think that putting something like

    if not os.path.isfile(self.baseFilename):
        return False

at the top of each of these methods should avoid rolling over any thing that isn't a regular file - devices, pipes etc. Would you agree? Can you see any drawbacks?

I'm not sure this would cover sockets, but there are separate handlers for using sockets so there would be no reason for people to use sockets with file handlers. And of course sockets are a completely different sort of beast on Windows.