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Add documentation linking to sqlalchemy
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pandas/core/generic.py

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@@ -2646,6 +2646,10 @@ def to_sql(
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con : sqlalchemy.engine.Engine or sqlite3.Connection
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Using SQLAlchemy makes it possible to use any DB supported by that
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library. Legacy support is provided for sqlite3.Connection objects.
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Closing the connection is handled by the SQLAlchemy Engine:
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<https://docs.sqlalchemy.org/en/13/core/connections.html>
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schema : str, optional
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Specify the schema (if database flavor supports this). If None, use
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default schema.

pandas/io/sql.py

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@@ -362,6 +362,9 @@ def read_sql(
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Using SQLAlchemy makes it possible to use any DB supported by that
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library. If a DBAPI2 object, only sqlite3 is supported.
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Closing the connection is handled by the SQLAlchemy Engine:
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<https://docs.sqlalchemy.org/en/13/core/connections.html>
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index_col : string or list of strings, optional, default: None
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Column(s) to set as index(MultiIndex).
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coerce_float : boolean, default True

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