[Python] Does pandas need to close connection?

When using pandas "read_sql_query", do I need to close the connection? Or should I use a "with" statement? Or can I just use the following and be good?

from sqlalchemy import create_engine
import pandas as pd

sql = """
SELECT * FROM Table_Name;
"""
engine = create_engine('blah')

df = pd.read_sql_query(sql, engine)

print df.head()

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