There's probably a better idiom for wrapping an sql cursor iterator in a generator function.

generator_wrapper.py

def foo():
    conn = sqlite3.connect(DATABASE_FILENAME)
    c = conn.cursor()
    c.execute(SQL_QUERY)
    output = True
    while output:
        output = c.fetchone()
        if output:
            yield output
        else:
            conn.close()