Add connection state change events for close and open. Thanks
https://github.com/pdonald and https://github.com/maxbundchen for the
patch.

Npgsql didn't have connection state change events. According to
maxbundchen: "the EF6 depends on open/close events in some cases (like
update or insert) and Npgsql don't trigger this ones."
https://github.com/franciscojunior/Npgsql2/pull/19#issuecomment-17627188

Added tests about those events.