BUG: to_sql(method=psql_insert_copy) not working with Connection

[jackieleng]

Pandas version checks

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import pandas as pd
from sqlalchemy import create_engine
some_df = pd.DataFrame(...)
engine = create_engine("postgresql://postgres:password@localhost:5432/mydb")
psql_insert_copy = ... # see: https://pandas.pydata.org/docs/user_guide/io.html#io-sql-method

# This works:
some_df.to_sql("table", engine, if_exists="append", method=psql_insert_copy, index=False)

# This doesn't work:
with engine.connect() as conn:
    some_df.to_sql("table", conn, if_exists="append", method=psql_insert_copy, index=False)

Issue Description

I'm using the insertion method psql_insert_copy as described here: https://pandas.pydata.org/docs/user_guide/io.html#io-sql-method

It only works correctly when I pass an SQLAlchemy Engine object to to_sql(), i.e., data gets inserted into the table. But if I pass an SQLAlchemy Connection to to_sql() then nothing gets written into the database table.

Expected Behavior

I expect if I pass either SQLAlchemy Engine or Connection to to_sql(method=psql_insert_copy) it should both work

Installed Versions

INSTALLED VERSIONS

commit : e8093ba
python : 3.8.10.final.0
python-bits : 64
OS : Linux
OS-release : 5.10.102.1-microsoft-standard-WSL2
Version : #1 SMP Wed Mar 2 00:30:59 UTC 2022
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : C.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.4.3
numpy : 1.22.3
pytz : 2022.1
dateutil : 2.8.2
setuptools : 44.0.0
pip : 20.0.2
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : 2.9.3
jinja2 : 3.1.2
IPython : 8.3.0
pandas_datareader: None
bs4 : 4.11.1
bottleneck : None
brotli : None
fastparquet : None
fsspec : None
gcsfs : None
markupsafe : 2.1.1
matplotlib : 3.5.2
numba : None
numexpr : None
odfpy : None
openpyxl : 3.0.9
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.8.1
snappy : None
sqlalchemy : 1.4.36
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
zstandard : None

[vroomzel]

I have the same issue. It's actually diagnosed here #46596

[mroeschke]

Closing as a duplicate of #46596