THRIFT-4621 Add THeader for Python

Client: py
diff --git a/test/py/RunClientServer.py b/test/py/RunClientServer.py
index b213d1a..56a408e 100755
--- a/test/py/RunClientServer.py
+++ b/test/py/RunClientServer.py
@@ -56,6 +56,7 @@
     'binary',
     'compact',
     'json',
+    'header',
 ]