Use context manager for Sessions

[benoitblanc]

Hi,

Here is an other PR to use context manager when connecting to the database.

Docs:

• https://docs.sqlalchemy.org/en/20/core/connections.html#basic-usage
• https://docs.sqlalchemy.org/en/20/core/connections.html#using-transactions
• https://docs.sqlalchemy.org/en/20/orm/session_basics.html#opening-and-closing-a-session

Thanks

[manisandro]

Thanks!