Make DBAPI implementation use session, fix execute for none-returning queries

[yunyu]

Fixes #163 #162

Changelog category (leave one):

• Bug Fix (user-visible misbehavior in an official stable release)

Changelog entry (a user-readable short description of the changes that goes to CHANGELOG.md):

Make dbapi implementation use session, which is stateful (most consumers of dbapi likely want statefulness). Also fix execute to not throw an exception for None-returning queries like CREATE TABLE.

Documentation entry for user-facing changes

• Documentation is written (mandatory for new features)

[CLAassistant]

All committers have signed the CLA.

[yunyu]

Hmm, I signed the CLA but the comment isn't updating:

Also not sure why the bot is saying "Yunyu Lin seems not to be a GitHub user"

[lmangani]

@yunyu this usually means the commits within the PR were pushed to your branch with a different user (or no user)

[yunyu]

Got it, CLA fixed!

[yunyu]

Btw @lmangani do you know why the test fails with ENGINE = Memory (which should persist data, given it's the same session?) but not with ENGINE = Log?

[lmangani]

Btw @lmangani do you know why the test fails with ENGINE = Memory (which should persist data, given it's the same session?) but not with ENGINE = Log?

Sessions are files. My guess the Memory engine bypasses the session persistence entirely. @auxten can confirm best.

[auxten]

@lmangani is right. chDB session relies on persistence of database storage files.
But, supporting session on ENGINE = Memory is reasonable. I will find a way to support that.

[laodouya]

LGTM