Explicitly close connection to drain results.

pymysql/connections.py

@@ -844,9 +844,7 @@ class Connection(object):
             if self.init_command is not None:
                 c = self.cursor()
                 c.execute(self.init_command)
-                # Wind pass any additional results
-                while self._result.has_next:
-                    self.next_result()
+                c.close()
                 self.commit()
 
             if self.autocommit_mode is not None: