decouple session class from existing Connection

ensure maintenance of current APIs of Connection while delegating
responsibility

Signed-off-by: varun-edachali-dbx <varun.edachali@databricks.com>

Author: varun-edachali-dbx

src/databricks/sql/client.py

@@ -19,6 +19,8 @@
     OperationalError,
     SessionAlreadyClosedError,
     CursorAlreadyClosedError,
+    Error,
+    NotSupportedError,
 )
 from databricks.sql.thrift_api.TCLIService import ttypes
 from databricks.sql.backend.thrift_backend import ThriftDatabricksClient
@@ -248,6 +250,20 @@ def read(self) -> Optional[OAuthToken]:
             + str(self.get_session_id_hex())
         )
 
+        # Create the session
+        self.session = Session(
+            server_hostname,
+            http_path,
+            http_headers,
+            session_configuration,
+            catalog,
+            schema,
+            _use_arrow_native_complex_types,
+            **kwargs
+        )
+        
+        logger.info("Successfully opened connection with session " + str(self.get_session_id_hex()))
+
         self.use_inline_params = self._set_use_inline_params_with_warning(
             kwargs.get("use_inline_params", False)
         )
@@ -293,7 +309,7 @@ def __exit__(self, exc_type, exc_value, traceback):
         return False
 
     def __del__(self):
-        if self.open:
+        if self.session.open:
             logger.debug(
                 "Closing unclosed connection for session "
                 "{}".format(self.get_session_id_hex())
@@ -344,7 +360,7 @@ def cursor(
 
         Will throw an Error if the connection has been closed.
         """
-        if not self.open:
+        if not self.session.open:
             raise Error("Cannot create cursor from closed connection")
 
         cursor = Cursor(