Add test for propagating exception through client

mne_realtime/tests/test_base_client.py

@@ -0,0 +1,20 @@
+# Author: Charles Guan <charles@ae.studio>
+#
+# License: BSD (3-clause)
+
+import pytest
+
+from mne_realtime.base_client import _BaseClient
+
+
+def test_base_client():
+    """Initialize _BaseClient as context manager."""
+    with _BaseClient() as client:
+        pass
+
+
+def test_base_client_propagate_exception():
+    """_BaseClient propagates exceptions to user."""
+    with pytest.raises(Exception):
+        with _BaseClient() as client:
+            raise Exception