Mock SQL connection in Python

I have a Python code that uses pyodbc library to send SQL queries to an MSSQL database. I would like to unit test it, but I do not want to install the pyodbc library on my testing machine. Fortunately, Python allows us to easily mock things, even Modules.
The first hurdle is to avoid looking for the pyodbc library in the import statement. For modules, Python has quite a simple method. It stores them in the dict sys.modules the first time it meets an import. The solution is to insert a Mock in this dict before we import the file to test. For instance, we have this line at the beginning of the file we want to test:

import pyodbc

In our test file, we will add these lines:

import sys
from unittest.mock import MagicMock

mock_pyodbc = MagicMock()
sys.modules['pyodbc'] = mock_pyodbc

import module_to_test

We insert a MagicMock into the modules dict. After that, we simply import our own Module. Pyodbc is already imported, so no need to look for it again.
The second part is to test that the code we are testing is calling the query we expect it to. The good thing with Mocks is that we do not have to implement any code. We let it handle everything. Here is the code we are testing:

connection = pyodbc.connect(
    connection_string, autocommit=True, timeout=ODBC_CONNECTION_TIMEOUT
)
with connection.cursor() as cursor:
    cursor.execute(query)

Every time a method is called, the Mock will generate another Mock object. The reason we chose a MagicMock is that it can handle also the magic methods, such as __enter__() here, which is called because of the with construct.

So how do we test that our query is called? Here is the testing line:

# Check that the correct query is being executed
mock_pyodbc.connect().cursor().__enter__().execute.assert_called_with(expected_query)