One problem here is that our f.close() call was never executed.

To fix that, we can insert a try … finally block:

def read_series(filename):
    try:
        f = open(filename, mode='rt', encoding='utf-8')
        series = []
        for line in f:
            a = int(line.strip())
            series.append(a)
    finally:
        f.close()
    return series

Now the file will always be closed, even in the presence of exceptions. Making this change opens up the opportunity for another refactoring: we can replace the for-loop with a list comprehension and return this list directly:

def read_series(filename):
    try:
        f = open(filename, mode='rt', encoding='utf-8')
        return [ int(line.strip()) for line in f ]
    finally:
        f.close()

Even in this situation close() will still be called; the finally block is called no matter how the try block is exited.