Integration tests don't cleanup their Postgres databases

[2opremio]

While writing #3267 I found out that the integration tests are not dropping their dedicated Horizon Postgres database.

I tried fixing it (look at the TODOs in the code from the PR above) but it turns out that Horizon's App leaves open sessions behind .... even after closing it (leading to database is being accessed by other users errors).

This may indicate that Horizon is leaking DB connections, so we should look into it.

[bartekn]

Possibly fixed?

[2opremio]

I will test this out.

[2opremio]

It's still broken, I get this error upon uncomenting the postgres.Close() call.

=== CONT  TestProtocol16Basics
    db.go:108: 
        	Error Trace:	db.go:108
        	            				db.go:135
        	            				db.go:53
        	            				integration.go:181
        	            				integration.go:170
        	            				once.go:68
        	            				once.go:59
        	            				integration.go:167
        	            				testing.go:901
        	            				testing.go:1007
        	            				testing.go:1187
        	Error:      	Received unexpected error:
        	            	pq: database "test_b9831a09ca15" is being accessed by other users
        	Test:       	TestProtocol16Basics
--- FAIL: TestProtocol16Basics (26.89s)
=== RUN   TestProtocol16Basics/Sanity

The test passes when the call is commented.