test: fix dbapi test connection resource warnings

DBAPI2 compliance tests are not implemented here but inherited from
external module [1]. Two tests from this module open a connection and
forget to close it. The issue [2] had been fixed and PR had been merged,
but there is no tagged release yet.

1. https://pypi.org/project/dbapi-compliance/
2. baztian/dbapi-compliance#5

Part of #250

Author: DifferentialOrange

requirements-test.txt

@@ -1,3 +1,3 @@
-dbapi-compliance==1.15.0
+git+https://github.com/baztian/dbapi-compliance.git@ea7cb1b4#egg=dbapi-compliance
 pyyaml==6.0
 importlib-metadata >= 1.0 ; python_version < '3.8'