Allow custom requests.Session

By allowing the user to pass a custom requests.Session object, it
becomes possible to manipulate the underlying HTTP connection, such as
mock responses or transparently cache them.

Author: carlosefr

README.rst

@@ -80,6 +80,19 @@ When you are using `nginx` as proxy server for ClickHouse server connection stri
 
 Where ``8124`` is proxy port.
 
+If you need control over the underlying HTTP connection, pass a `requests.Session
+<https://requests.readthedocs.io/en/master/user/advanced/#session-objects>`_ instance
+to ``create_engine()``, like so:
+
+    .. code-block:: python
+
+        from sqlalchemy import create_engine
+        from requests import Session
+
+        uri = 'clickhouse://default:@localhost/test'
+
+        engine = create_engine(uri, connect_args={'http_session': Session()})
+
 
 Native
 ------

clickhouse_sqlalchemy/drivers/http/transport.py

@@ -85,8 +85,8 @@ def __init__(
         if ddl_timeout is not None:
             self.ch_settings['distributed_ddl_task_timeout'] = int(ddl_timeout)
 
-        # Keep connection open between queries.
-        self.http = requests.Session()
+        # By default, keep connection open between queries.
+        self.http = kwargs.pop('http_session', requests.Session())
 
         super(RequestsTransport, self).__init__()