TST: Fix sqlite3 transactions test (pandas-dev#28450)

The sqlite connection is already in transaction when the test starts, so
when the test intentionally raises an exception, the entire transaction,
including the table creation, gets rolled back, so there is no table
to query.  Wrapping the table CREATE statement in its own transaction
avoids the issue.

Author: quintusdias

pandas/tests/io/test_sql.py

@@ -26,8 +26,6 @@
 import numpy as np
 import pytest
 
-from pandas.compat import PY36
-
 from pandas.core.dtypes.common import is_datetime64_dtype, is_datetime64tz_dtype
 
 import pandas as pd
@@ -538,11 +536,11 @@ def _to_sql_save_index(self):
         assert ix_cols == [["A"]]
 
     def _transaction_test(self):
-        self.pandasSQL.execute("CREATE TABLE test_trans (A INT, B TEXT)")
-
-        ins_sql = "INSERT INTO test_trans (A,B) VALUES (1, 'blah')"
+        with self.pandasSQL.run_transaction() as trans:
+            trans.execute("CREATE TABLE test_trans (A INT, B TEXT)")
 
         # Make sure when transaction is rolled back, no rows get inserted
+        ins_sql = "INSERT INTO test_trans (A,B) VALUES (1, 'blah')"
         try:
             with self.pandasSQL.run_transaction() as trans:
                 trans.execute(ins_sql)
@@ -2213,8 +2211,6 @@ def test_to_sql_save_index(self):
         self._to_sql_save_index()
 
     def test_transactions(self):
-        if PY36:
-            pytest.skip("not working on python > 3.5")
         self._transaction_test()
 
     def _get_sqlite_column_type(self, table, column):