Make sure scan helper cleans up after itself

Closes #389

elasticsearch/helpers/__init__.py

@@ -16,7 +16,9 @@ class BulkIndexError(ElasticsearchException):
 
 
 class ScanError(ElasticsearchException):
-    pass
+    def __init__(self, scroll_id, *args, **kwargs):
+        super(ScanError, self).__init__(*args, **kwargs)
+        self.scroll_id = scroll_id
 
 def expand_action(data):
     """
@@ -277,6 +279,7 @@ def scan(client, query=None, scroll='5m', raise_on_error=True, preserve_order=Fa
     if scroll_id is None:
         return
 
+    try:
         first_run = True
         while True:
             # if we didn't set search_type to scan initial search contains data
@@ -296,6 +299,7 @@ def scan(client, query=None, scroll='5m', raise_on_error=True, preserve_order=Fa
                 )
                 if raise_on_error:
                     raise ScanError(
+                        scroll_id,
                         'Scroll request has failed on %d shards out of %d.' %
                             (resp['_shards']['failed'], resp['_shards']['total'])
                     )
@@ -304,6 +308,9 @@ def scan(client, query=None, scroll='5m', raise_on_error=True, preserve_order=Fa
             # end of scroll
             if scroll_id is None or not resp['hits']['hits']:
                 break
+    finally:
+        if scroll_id:
+            client.clear_scroll(body={'scroll_id': [scroll_id]}, ignore=(404, ))
 
 def reindex(client, source_index, target_index, query=None, target_client=None,
         chunk_size=500, scroll='5m', scan_kwargs={}, bulk_kwargs={}):