Fix TestXMySQL

Author: Thomas Grainger

pandas/io/tests/test_sql.py

@@ -2237,6 +2237,7 @@ def setUp(self):
         except:
             pass
         else:
+            self.addCleanup(self._try_close_db)
             return
         try:
             self.db = pymysql.connect(read_default_group='pandas')
@@ -2251,6 +2252,15 @@ def setUp(self):
                 "Create a group of connection parameters under the heading "
                 "[pandas] in your system's mysql default file, "
                 "typically located at ~/.my.cnf or /etc/.my.cnf. ")
+        else:
+            self.addCleanup(self._try_close_db)
+
+    def _try_close_db(self):
+        from pymysql.err import Error
+        try:
+            self.db.close()
+        except Error:
+            pass
 
     def test_basic(self):
         _skip_if_no_pymysql()