✨ Add dependencies with yield (used as context managers) (#595)

* ➕ Add development/testing dependencies for Python 3.6

* ✨ Add concurrency submodule with contextmanager_in_threadpool

* ✨ Add AsyncExitStack to ASGI scope in FastAPI app call

* ✨ Use async stack for contextmanager-able dependencies

including running in threadpool sync dependencies

* ✅ Add tests for contextmanager dependencies

including internal raise checks when exceptions should be handled and when not

* ✅ Add test for fake asynccontextmanager raiser

* 🐛 Fix mypy errors and coverage

* 🔇 Remove development logs and prints

* ✅ Add tests for sub-contextmanagers, background tasks, and sync functions

* 🐛 Fix mypy errors for Python 3.7

* 💬 Fix error texts for clarity

* 📝 Add docs for dependencies with yield

* ✨ Update SQL with SQLAlchemy tutorial to use dependencies with yield

and add an alternative with a middleware (from the old tutorial)

* ✅ Update SQL tests to remove DB file during the same tests

* ✅ Add tests for example with middleware

as a copy from the tests with dependencies with yield, removing the DB in the tests

* ✏️ Fix typos with suggestions from code review

Co-Authored-By: dmontagu <35119617+dmontagu@users.noreply.github.com>

docs/tutorial/dependencies/advanced-dependencies.md

@@ -1,4 +1,4 @@
-!!! danger
+!!! warning
     This is, more or less, an "advanced" chapter.
     
     If you are just starting with **FastAPI** you might want to skip this chapter and come back to it later.
@@ -22,7 +22,7 @@ Not the class itself (which is already a callable), but an instance of that clas
 To do that, we declare a method `__call__`:
 
 ```Python hl_lines="10"
-{!./src/dependencies/tutorial007.py!}
+{!./src/dependencies/tutorial011.py!}
 ```
 
 In this case, this `__call__` is what **FastAPI** will use to check for additional parameters and sub-dependencies, and this is what will be called to pass a value to the parameter in your *path operation function* later.
@@ -32,7 +32,7 @@ In this case, this `__call__` is what **FastAPI** will use to check for addition
 And now, we can use `__init__` to declare the parameters of the instance that we can use to "parameterize" the dependency:
 
 ```Python hl_lines="7"
-{!./src/dependencies/tutorial007.py!}
+{!./src/dependencies/tutorial011.py!}
 ```
 
 In this case, **FastAPI** won't ever touch or care about `__init__`, we will use it directly in our code.
@@ -42,7 +42,7 @@ In this case, **FastAPI** won't ever touch or care about `__init__`, we will use
 We could create an instance of this class with:
 
 ```Python hl_lines="16"
-{!./src/dependencies/tutorial007.py!}
+{!./src/dependencies/tutorial011.py!}
 ```
 
 And that way we are able to "parameterize" our dependency, that now has `"bar"` inside of it, as the attribute `checker.fixed_content`.
@@ -60,7 +60,7 @@ checker(q="somequery")
 ...and pass whatever that returns as the value of the dependency in our path operation function as the parameter `fixed_content_included`:
 
 ```Python hl_lines="20"
-{!./src/dependencies/tutorial007.py!}
+{!./src/dependencies/tutorial011.py!}
 ```
 
 !!! tip

docs/tutorial/dependencies/dependencies-with-yield.md

@@ -0,0 +1,153 @@
+# Dependencies with `yield`
+
+FastAPI supports dependencies that do some <abbr title='sometimes also called "exit", "cleanup", "teardown", "close", "context managers", ...'>extra steps after finishing</abbr>.
+
+To do this, use `yield` instead of `return`, and write the extra steps after.
+
+!!! tip
+    Make sure to use `yield` one single time.
+
+!!! info
+    For this to work, you need to use **Python 3.7** or above, or in **Python 3.6**, install the "backports":
+
+    ```bash
+    pip install async-exit-stack async-generator
+    ```
+
+    This installs <a href="https://github.com/sorcio/async_exit_stack" target="_blank">async-exit-stack</a> and <a href="https://github.com/python-trio/async_generator" target="_blank">async-generator</a>.
+
+!!! note "Technical Details"
+    Any function that is valid to use with:
+
+    * <a href="https://docs.python.org/3/library/contextlib.html#contextlib.contextmanager" target="_blank">`@contextlib.contextmanager`</a> or 
+    * <a href="https://docs.python.org/3/library/contextlib.html#contextlib.asynccontextmanager" target="_blank">`@contextlib.asynccontextmanager`</a>
+
+    would be valid to use as a **FastAPI** dependency.
+
+    In fact, FastAPI uses those two decorators internally.
+
+## A database dependency with `yield`
+
+For example, you could use this to create a database session and close it after finishing.
+
+Only the code prior to and including the `yield` statement is executed before sending a response:
+
+```Python hl_lines="2 3 4"
+{!./src/dependencies/tutorial007.py!}
+```
+
+The yielded value is what is injected into *path operations* and other dependencies:
+
+```Python hl_lines="4"
+{!./src/dependencies/tutorial007.py!}
+```
+
+The code following the `yield` statement is executed after the response has been delivered:
+
+```Python hl_lines="5 6"
+{!./src/dependencies/tutorial007.py!}
+```
+
+!!! tip
+    You can use `async` or normal functions.
+
+    **FastAPI** will do the right thing with each, the same as with normal dependencies.
+
+## A dependency with `yield` and `try`
+
+If you use a `try` block in a dependency with `yield`, you'll receive any exception that was thrown when using the dependency.
+
+For example, if some code at some point in the middle, in another dependency or in a *path operation*, made a database transaction "rollback" or create any other error, you will receive the exception in your dependency.
+
+So, you can look for that specific exception inside the dependency with `except SomeException`.
+
+In the same way, you can use `finally` to make sure the exit steps are executed, no matter if there was an exception or not.
+
+```Python hl_lines="3 5"
+{!./src/dependencies/tutorial007.py!}
+```
+
+## Sub-dependencies with `yield`
+
+You can have sub-dependencies and "trees" of sub-dependencies of any size and shape, and any or all of them can use `yield`.
+
+**FastAPI** will make sure that the "exit code" in each dependency with `yield` is run in the correct order.
+
+For example, `dependency_c` can have a dependency on `dependency_b`, and `dependency_b` on `dependency_a`:
+
+```Python hl_lines="4 12 20"
+{!./src/dependencies/tutorial008.py!}
+```
+
+And all of them can use `yield`.
+
+In this case `dependency_c`, to execute its exit code, needs the value from `dependency_b` (here named `dep_b`) to still be available.
+
+And, in turn, `dependency_b` needs the value from `dependency_a` (here named `dep_a`) to be available for its exit code.
+
+```Python hl_lines="16 17 24 25"
+{!./src/dependencies/tutorial008.py!}
+```
+
+The same way, you could have dependencies with `yield` and `return` mixed.
+
+And you could have a single dependency that requires several other dependencies with `yield`, etc.
+
+You can have any combinations of dependencies that you want.
+
+**FastAPI** will make sure everything is run in the correct order.
+
+!!! note "Technical Details"
+    This works thanks to Python's <a href="https://docs.python.org/3/library/contextlib.html" target="_blank">Context Managers</a>.
+
+    **FastAPI** uses them internally to achieve this.
+
+## Context Managers
+
+### What are "Context Managers"
+
+"Context Managers" are any of those Python objects that you can use in a `with` statement.
+
+For example, <a href="https://docs.python.org/3/tutorial/inputoutput.html#reading-and-writing-files" target="_blank">you can use `with` to read a file</a>:
+
+```Python
+with open("./somefile.txt") as f:
+    contents = f.read()
+    print(contents)
+```
+
+Underneath, the `open("./somefile.txt")` returns an object that is a called a "Context Manager".
+
+When the `with` block finishes, it makes sure to close the file, even if there were exceptions.
+
+When you create a dependency with `yield`, **FastAPI** will internally convert it to a context manager, and combine it with some other related tools.
+
+### Using context managers in dependencies with `yield`
+
+!!! warning
+    This is, more or less, an "advanced" idea.
+
+    If you are just starting with **FastAPI** you might want to skip it for now.
+
+In Python, you can create context managers by <a href="https://docs.python.org/3/reference/datamodel.html#context-managers" target="_blank">creating a class with two methods: `__enter__()` and `__exit__()`</a>.
+
+You can also use them with **FastAPI** dependencies with `yield` by using
+`with` or `async with` statements inside of the dependency function:
+
+```Python hl_lines="1 2 3 4 5 6 7 8 9 13"
+{!./src/dependencies/tutorial010.py!}
+```
+
+!!! tip
+    Another way to create a context manager is with:
+
+    * <a href="https://docs.python.org/3/library/contextlib.html#contextlib.contextmanager" target="_blank">`@contextlib.contextmanager`</a> or 
+    * <a href="https://docs.python.org/3/library/contextlib.html#contextlib.asynccontextmanager" target="_blank">`@contextlib.asynccontextmanager`</a>
+
+    using them to decorate a function with a single `yield`.
+
+    That's what **FastAPI** uses internally for dependencies with `yield`.
+
+    But you don't have to use the decorators for FastAPI dependencies (and you shouldn't).
+
+    FastAPI will do it for you internally.