Django out of the box its 1 flag to keep connections alive. I assume most other languages as well.
You CAN do it the right with with PHP if you use a bunch of other products, but you are making life so much harder than it needs to be ;(
e.g. A 'ALTER SESSION'/'NLS_DATE_FORMAT' commands in Oracle or even an unfortunate 'USE <db>' w/MySQL.
There are of course safe solutions & techniques for this, but when you have an otherwise stateless-by-design codebase (such as with PHP), picking up "possibility state-laden" connections is a bit of an unexpected concept that I've seen catch developers more than once.