VC++ MFC Detected memory leaks

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### Expected behavior
I used VS2015 to create a new MFC multi-document project, and then introduced the db
library into the project, only the private declaration in the class:
#include
CString strFilePath = GetCurPrjDir() + _T("\\ConfigData\\testdb");
std::string dbpath = CT2A(strFilePath.GetBuffer());
rocksdb::DB* db;
rocksdb::Options options;
options.create_if_missing = true;

When the software exits, it prompts memory leaks.

### Actual behavior

### Steps to reproduce the behavior
Use VS2015 to create an MFC app. Add:
#include
rocksdb::DB* db;
rocksdb::Options options;
options.create_if_missing = true;
rocksdb::Status s = rocksdb::DB::Open(options, "test", &db);
delete db;
Compile and run... on exit will show leaks

Version:
rocksdb-6.0.2

Platform:
Win7,x64

Compiler:
VS2015,Win32