fix "too many open files" when running tests

[edublancas]

Describe your changes

Fixed an issue that caused errors when running unit tests.

Issue number

Closes #X

Checklist before requesting a review

• Performed a self-review of my code
• Formatted my code with pkgmt format
• Added tests (when necessary).
• Added docstring documentation and update the changelog (when needed)

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📚 Documentation preview 📚: https://jupysql--696.org.readthedocs.build/en/696/

[tonykploomber]

Thanks for the fix, I do see this issue recently in integration testing too

[edublancas]

@tonykploomber I think this will fix the issue for integration tests but please open an issue if it doesn't

[yafimvo]

lg