Allow to run multiple SQL statements

[hsonne]

I want to set a parameter in a first SQL statement and then use the parameter in the next statement. This does currently not work using run_in_fakin_database(). I assume that is has to do with the fact that I open the connection, run the query and close the connection. Most probably the variables are not kept between sessions. So, I should allow either to pass a vector of SQL statements or to pass a connection in which case the connection will not be closed.