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“The object django.db.connection represents the default database connection. To use the database connection, call connection.cursor() to get a cursor object. Then, call cursor.execute(sql, [params]) to execute the SQL and cursor.fetchone() or cursor.fetchall() to return the resulting rows.”
https://docs.djangoproject.com/en/1.7/topics/db/sql/#executing-custom-sql-directly
So, if you need connection object you should do:
connection = django.db.connection
Django use persistent connection to database, so you no need to initialize it.
Source:stackexchange.com