Is it possible to have an optional with/as statement in python?

This seems to solve all of your concerns.

if file_name is not None:
    with open(file_name) as fh:
        do_something(fh)
else:
        do_something(None)

Since Python 3.7, you can also do

from contextlib import nullcontext

with (open(file) if file else nullcontext()) as FILE:
    # Do something with `FILE`
    pass

See the official documentation for more details.

If you were to just write it like this:

if f is not None:
    with open(f) as FILE:
        do_something(FILE)
else:
    do_something(f)

(file is a builtin btw )

Update

Here is a funky way to do an on-the-fly context with an optional None that won't crash:

from contextlib import contextmanager

none_context = contextmanager(lambda: iter([None]))()
# <contextlib.GeneratorContextManager at 0x1021a0110>

with (open(f) if f is not None else none_context) as FILE:
    do_something(FILE)

It creates a context that returns a None value. The with will either produce FILE as a file object, or a None type. But the None type will have a proper __exit__

Update

If you are using Python 3.7 or higher, then you can declare the null context manager for stand-in purposes in a much simpler way:

import contextlib
none_context = contextlib.nullcontext()

You can read more about these here:

https://docs.python.org/3.7/library/contextlib.html#contextlib.nullcontext