SQLExecutor2 does not close connections when a use interrupts the kernel or a webapp crashes

[ckilduff166]

I have been using SQLExecutor2 in Jupyter Notebooks and Dash webapps. When a user cancels a running cell or refreshes a webapp SQLExecutor2 never cancels the running query which then blocks future query from being ran. If possible adding a feature that allows the use to close or reset the connection much like SQLAlchemy would be helpful.