explicit begin/end for managing connection

[proppy]

currently the first push/val will take a longer time because of the first connection.

it would be better to warm up the connection on begin() instead and tear everything down with end().

As pointed by @yhua537 in #375 that would allow sketches to trade additional latency for more memory available.

[proppy]

Note that this will be affected by #353

[yhua537]

@proppy , Any idea when this could be implemented? The original idea is almost 3 years ago.