Added 'import os' statement

Added 'import os' statement so you can use os.path.join() when defining DATABASE location
Clarify the after_request argument

Make it a bit clearer that it's an instance of response_class that is
expected, not the actual response_class class.
Merge pull request #997 from charlax/ca/fix/response_class_documentation

Clarify the after_request argument
Merge pull request #994 from roskoff/master

Added 'import os' statement