This is a MWE of how it worked for me:

query = open('./query_file.sql', 'r') 

db_config = {
            'server': server address,
            'port': port,
            'user': user,
            'password': password,
            'database': db name
        }

    try:
        sql_conn = pymssql.connect(**db_config)
        logging.info('SQL connection is opened')       
        avise_me_df = pd.read_sql(query.read(),sql_conn)
        logging.info('pandas df recorded')
    except OperationalError as e:
        connected = False

        logging.error('Error reading data from SQL table')
    else:
        connected = True
    finally:
        if connected:
            sql_conn.close()
            logging.info('SQL connection is closed')

I hope this might help.