As general comment, I think you'd have to check which operation modes SQLite supports for the case of a transaction commit/rollback in the light of open cursors.

ODBC defines the following cases and each data source can specify a different behavior (https://msdn.microsoft.com/en-us/library/ms711769%28v=vs.85%29.aspx):

 * All cursors are closed, and access plans for prepared statements on that connection are deleted.

 * All cursors are closed, and access plans for prepared statements on that connection remain intact.

 * All cursors remain open, and access plans for prepared statements on that connection remain intact.

The Python DB-API does not specify any particular behavior (since this depends on the database backend), so I guess pysqlite3 should implement whatever SQLite supports per default in such cases (or make this configurable).

BTW: It is quite common for databases to support the second mode of operation:

 * All cursors are closed, and access plans for prepared statements on that connection remain intact.

since this allows pooling cursors to cache often used access plans.