Handle connection closed

[therve]

Reset the connection object to give the opportunity to the check to
retry to connect, for example when the database is restarted.

[codecov]

Codecov Report

Merging #5350 into master will increase coverage by 0.12%.
The diff coverage is 0%.

Impacted Files	Coverage Δ
postgres/datadog_checks/postgres/postgres.py	75.87% <0%> (-0.38%)	⬇️
...ts/tooling/configuration/consumers/test_example.py
clickhouse/datadog_checks/clickhouse/utils.py
...checks_dev/tests/plugin/test_environment_runner.py
riakcs/datadog_checks/riakcs/riakcs.py
oracle/tests/test_oracle.py
...r/datadog_checks/openstack_controller/__about__.py
twistlock/datadog_checks/twistlock/twistlock.py
linkerd/datadog_checks/linkerd/linkerd.py
...oller/datadog_checks/openstack_controller/utils.py
... and 844 more