Fix closing connection dbapi.get_pandas_df

airflow/hooks/dbapi.py

@@ -120,6 +120,9 @@ def get_pandas_df(self, sql, parameters=None, **kwargs):
         :param parameters: The parameters to render the SQL query with.
         :param kwargs: (optional) passed into pandas.io.sql.read_sql method
         """
+        if 'chunksize' in kwargs:
+            return self.get_pandas_df_by_chunks(sql, parameters=parameters, **kwargs)
+
         try:
             from pandas.io import sql as psql
         except ImportError:
@@ -128,6 +131,15 @@ def get_pandas_df(self, sql, parameters=None, **kwargs):
         with closing(self.get_conn()) as conn:
             return psql.read_sql(sql, con=conn, params=parameters, **kwargs)
 
+    def get_pandas_df_by_chunks(self, sql, parameters=None, **kwargs):
+        try:
+            from pandas.io import sql as psql
+        except ImportError:
+            raise Exception("pandas library not installed, run: pip install 'apache-airflow[pandas]'.")
+
+        with closing(self.get_conn()) as conn:
+            yield from psql.read_sql(sql, con=conn, params=parameters, **kwargs)
+
     def get_records(self, sql, parameters=None):
         """
         Executes the sql and returns a set of records.