ENH:Keep event cursor alive until completely consumed

[ghost]

Attn. @tacaswell @hhslepicka

See issue #257

[codecov-io]

Current coverage is 90.37% (diff: 100%)

Merging #258 into master will increase coverage by 0.04%

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[licode]

safer way to close. LGTM.

[tacaswell]

As a side note, the finally block also hooks into the __del__ behavior of generators

def my_gen():
    try:
        for j in range(5):
            print('in loop', j)
            yield j

    finally:
        print('finally')

In [3]: list(my_gen())
in loop 0
in loop 1
in loop 2
in loop 3
in loop 4
finally
Out[3]: [0, 1, 2, 3, 4]

In [4]: g = my_gen()

In [5]: next(g)
in loop 0
Out[5]: 0

In [6]: next(g)
in loop 1
Out[6]: 1

In [7]: del g
finally

[ghost]

If you dig into the __die() method in pymongo driver, it does something similar. It doesn't hurt being safe

[ghost]

Closes #257