Add support for db cursors and connections in context managers (#1028)

Here is an example snippet that will not report tracing without this patch:

with psycopg2.connect(...) as conn, conn.cursor() as cursor:
    cursor.execute("select 1;")

Co-authored-by: Carl Bordum Hansen <carl@bordum.dk>

instrumentation/opentelemetry-instrumentation-dbapi/CHANGELOG.md

@@ -2,6 +2,9 @@
 
 ## Unreleased
 
+- bugfix: cursors and connections now produce spans when used with context managers
+  ([#1028](https://github.com/open-telemetry/opentelemetry-python/pull/1028))
+
 ## Version 0.12b0
 
 Released 2020-08-14
@@ -19,4 +22,4 @@ Released 2020-05-12
 
 Released 2020-02-21
 
-- Initial release
+- Initial release

instrumentation/opentelemetry-instrumentation-dbapi/src/opentelemetry/instrumentation/dbapi/__init__.py

@@ -294,6 +294,13 @@ def get_traced_connection_proxy(
                 self.__wrapped__.cursor(*args, **kwargs), db_api_integration
             )
 
+        def __enter__(self):
+            self.__wrapped__.__enter__()
+            return self
+
+        def __exit__(self, *args, **kwargs):
+            self.__wrapped__.__exit__(*args, **kwargs)
+
     return TracedConnectionProxy(connection, *args, **kwargs)
 
 
@@ -366,4 +373,11 @@ def get_traced_cursor_proxy(cursor, db_api_integration, *args, **kwargs):
                 self.__wrapped__.callproc, *args, **kwargs
             )
 
+        def __enter__(self):
+            self.__wrapped__.__enter__()
+            return self
+
+        def __exit__(self, *args, **kwargs):
+            self.__wrapped__.__exit__(*args, **kwargs)
+
     return TracedCursorProxy(cursor, *args, **kwargs)