Fixed HTTPConnection leaking

[jared-mackey]

Closing the connection after use to ensure sockets do not leak.

Fixes #541

[palazzem]

Thanks @mackeyja92 for the contribution! We'll take a look to test properly the change. I'll reach you once we schedule this PR for the next release!

[Kyle-Verhoog]

This looks good to me, we should see if we can add some sort of a regression test for this so that we don't make the same mistake in the future.

[jared-mackey]

@Kyle-Verhoog You could run your tests with the python argument -W default to get warnings printed out during testing.

[palazzem]

If it's a warning, can we detect them via warnings module? (same as:

dd-trace-py/tests/contrib/celery/test_task_deprecation.py

Lines 24 to 37 in 04b6e1d

	def test_patch_signals_connect(self):
	# calling `patch_task` enables instrumentation globally
	# while raising a Deprecation warning
	with warnings.catch_warnings(record=True) as w:
	warnings.simplefilter('always')
	@patch_task
	@self.app.task
	def fn_task():
	return 42
	ok_(len(w) == 1)
	ok_(issubclass(w[-1].category, DeprecationWarning))
	ok_('patch(celery=True)' in str(w[-1].message))

).

If it's possible, it's enough to check that no warnings are raised.