Make it possible to use AtomicConnection as a context manager

[jenshnielsen]

Updated to reflect change in name of class

Discussed in https://github.com/QCoDeS/Qcodes/discussions/5309

^{Originally posted by lucas-hak August 10, 2023} Hello, I am trying to make a ConnectionPlus to a database. I am then using this to open a dataset by its id.

import qcodes.dataset as ds
from qcodes.dataset.sqlite.database import connect
with connect(file_path) as db: 
   dataset = ds.load_by_id(ds_id, db)

However when I run this I get an error.

ValueError: atomic context manager only accepts ConnectionPlus database connection objects.

When investigating this error it seems that the variable db I have initialized is a sqlite3.Connection object and not a ConnectionPlus object.

Am I using the connect function wrong? I want to be able to initialize this in a way that it closes to reduce the chance of keeping my datasets. If someone has advice about how I should handle this that would be greatly appreciated.