class SomeClassName:
    def __init__(self, filename):
        self.connection = sqlite3.connect(filename)

    def some_method(self):
        with self.connection:
            cursor = self.connection.cursor()
            cursor.exeucte('SELECT some, column FROM some_table')
            for row in cursor:
                some_data_processing(row)

        return some_result

some_variable = SomeClassName('....')
result = some_variable.some_method()