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Clean up instantiation of connection objects #1136

@wasade

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@wasade

Once #1131 is merged, we should go through and clean up instances in the codebase of:

conn_handler = SQLConnectionHandler() if conn_handler is None else conn_handler

And the variants. Either the conn_handler should be passed in, or a new object created. Since the database connections are not reopened on instantiation (unless necessary), the overhead of just doing SQLConnectionHandler() will be minor

cc @antgonza, who originally recommended opening this

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