Merge configs from files and service discovery for the same check

[sodabrew]

What does this PR do?

This PR merges the "instances" of a given check loaded from a file with the additional instances discovered by service discovery, e.g. from Docker container labels.

Motivation

See #3898 for my story.

Testing Guidelines

An overview on testing
is available in our contribution guidelines.

Additional Notes

I haven't run unit tests locally yet, so I might iterate these commits a few times while I let the CI tool do its thing.

[sodabrew]

AppVeyor is teh slow. I assume you all have Circle CI but it's private to DD employees? Hope the CI is actually running!

[sodabrew]

I went looking through some prior PRs to handled repeated config instances, one I found was PR #3311 (merged)

[olivielpeau]

Hi @sodabrew, is there a reason you're still using Agent v5? Active feature development is now done on the Agent v6/v7, located in this repository: https://github.com/DataDog/datadog-agent/, and Agent v6/v7 is able to handle multiple instances of the same check coming from different configuration sources.

[sodabrew]

Thanks for checking in on this PR! Yep, I'm aware the Python 2.7 agent is long in the tooth!

Glad to hear that this feature is available on 6/7. I'm working in parallel on adding this feature to agent 5, or switching my conflicting config to use discovery as well, or migrating to agent 7. There are clear benefits to upgrading, but I have some odd dependencies that I'm wrangling.

[sodabrew]

CI is passing, but the configcheck tool isn't showing the right output yet.