Add Context Manager Interface to Connection.

[methane]

Fixes #400.

[codecov]

Codecov Report

Merging #413 into master will increase coverage by 0.09%.
The diff coverage is 100%.

@@            Coverage Diff            @@
##           master    #413      +/-   ##
=========================================
+ Coverage   86.61%   86.7%   +0.09%     
=========================================
  Files          12      12              
  Lines        1531    1534       +3     
=========================================
+ Hits         1326    1330       +4     
+ Misses        205     204       -1

Impacted Files	Coverage Δ
MySQLdb/connections.py	81.25% <100%> (+1.1%)	⬆️

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