Allow closing the connection/session

[FRosner]

Is your feature request related to a problem? Please describe.

We can open a client, but we cannot close the session. We have to work around it providing our own context manager which accesses a private variable in PrometheusConnect:

    def __enter__(self):
        return self._prometheus

    def __exit__(self, exc_type, exc_val, exc_tb):
        if self._prometheus._session:
            self._prometheus._session.close()
        return False

Describe the solution you'd like

Would be nice to have a close method, or even also implement context manager.

Describe alternatives you've considered

Not sure if there are any. We need to be able to not leak connections.

[4n4nd]

@FRosner with the latest release, you can pass a custom session to PrometheusConnect. Does that work for your usecase?

[FRosner]

@4n4nd thanks! I guess it still leaves it to us to close the session, but it's for sure better than accessing the private variable. Do you think there's value in providing a close method that closes the session (may it be provided or not), and maybe even the context manager methods?