Fixed the "-- Comment" SQL case (Fixes #1066)

[dsevilla]

Two fixes where added:

• The "-- Comment" case.
• The "begin" transaction was checked only at the beginning of the %%sql block, not for each statement. I fixed it, but I'm not sure how it does work at the already executed queries. This test should be performed earlier similar to what I changed to fix run.py logic with comments and/or zero or several statements is flawed #1066.
• Added a test.

Describe your changes

Issue number

Closes #1066

Checklist before requesting a review

• Performed a self-review of my code
• Formatted my code with pkgmt format
• Added tests (when necessary).
• Added docstring documentation and update the changelog (when needed)

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📚 Documentation preview 📚: https://jupysql--1067.org.readthedocs.build/en/1067/

[dsevilla]

Any work on this? I've seen that the problem of the merge is caused by other parts of the code failing with recent versions of SQL Alchemy. Should I contribute to fix these too?

[edublancas]

hi @dsevilla, yeah if you can help fix the CI, that'd be great