simplify the testing of sql databases

[fnikolai]

Description

1. Add connection strings for the different databases we support
2. Spin up database instance using docker-compose

Related Issues

Checklist

• Is this code covered by new or existing unit tests or integration tests?
• Did you run make test successfully?
• Do new classes, functions, methods and parameters all have docstrings?
• Were existing docstrings updated, if necessary?
• Was external documentation updated, if necessary?

Additional Notes or Comments

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (34830a7) 80.33% compared to head (20ce78e) 68.88%.
Report is 1276 commits behind head on main.

❗ Current head 20ce78e differs from pull request most recent head 2e83054. Consider uploading reports for the commit 2e83054 to get more accurate results

Additional details and impacted files

@@             Coverage Diff             @@
##             main    #1494       +/-   ##
===========================================
- Coverage   80.33%   68.88%   -11.46%     
===========================================
  Files          95      103        +8     
  Lines        6602     7257      +655     
===========================================
- Hits         5304     4999      -305     
- Misses       1298     2258      +960     

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