connection = pymysql.connect(host='localhost',
                             user='user',
                             password='passwd',
                             db='db',
                             charset='utf8mb4',
                             cursorclass=pymysql.cursors.DictCursor)
with connection as cursor:
    ... # do something
# proceed

def __exit__(self, exc, value, traceback):
    """On successful exit, commit. On exception, rollback"""
    if exc:
        self.rollback()
    else:
        self.commit()

def __exit__(self, exc, value, traceback):
    """On successful exit, commit. On exception, rollback"""
    if exc:
        self.rollback()
    else:
        self.commit()
    self.close()