Add custom SQLAlchemy configurability and fix "MySQL has gone away".

[famecastle]

The latter is just a very small change. When a program runs long enough (i.e. on a server), the connection is held open but MySQL closes them after a few hours. The trick is to create the engine with the pool_pre_ping parameter set to True (see https://stackoverflow.com/a/45078959 ). Please add this.

Also it would be nice to be able to pass not only the db_uri to all functions, but also something like sql_opts where you can specify those engine options as a dict.