Add OAuth authentication option and use new connection on check run

[ChristineTChen]

What does this PR do?

This PR adds OAuth as per beta user feedback.

This PR also fixes connection issue because the snowflake python connector's connection must be explicitly closed. see snowflakedb/snowflake-connector-python/issues/42

Motivation

Additional Notes

Review checklist (to be filled by reviewers)

• Feature or bugfix MUST have appropriate tests (unit, integration, e2e)
• PR title must be written as a CHANGELOG entry (see why)
• Files changes must correspond to the primary purpose of the PR as described in the title (small unrelated changes should have their own PR)
• PR must have changelog/ and integration/ labels attached

[codecov]

Codecov Report

❗ No coverage uploaded for pull request base (master@22dd4c4). Click here to learn what that means.
The diff coverage is 97.82%.

Impacted Files	Coverage Δ
snowflake/datadog_checks/snowflake/check.py	93.65% <85.71%> (ø)
snowflake/datadog_checks/snowflake/config.py	89.28% <100.00%> (ø)
snowflake/tests/test_unit.py	96.77% <100.00%> (ø)

[AlexandreYang]

(nit) I would favour testing that sf.connect() is receiving the correct authenticator param using a mock.assert_called_with.

[ChristineTChen]

Updated!