enable multivalues insert (pandas-dev#19664)

doc/source/io.rst

@@ -4711,6 +4711,12 @@ writes ``data`` to the database in batches of 1000 rows at a time:
 
     data.to_sql('data_chunked', engine, chunksize=1000)
 
+.. note::
+
+    The function :func:`~pandas.DataFrame.to_sql` will perform a multivalue
+    insert if the engine dialect ``supports_multivalues_insert``. This will
+    greatly speed up the insert in some cases.
+
 SQL data types
 ++++++++++++++
 

doc/source/whatsnew/v0.23.0.txt

@@ -341,6 +341,8 @@ Other Enhancements
 - :func:`DataFrame.replace` now supports the ``method`` parameter, which can be used to specify the replacement method when ``to_replace`` is a scalar, list or tuple and ``value`` is ``None`` (:issue:`19632`)
 - :meth:`Timestamp.month_name`, :meth:`DatetimeIndex.month_name`, and :meth:`Series.dt.month_name` are now available (:issue:`12805`)
 - :meth:`Timestamp.day_name` and :meth:`DatetimeIndex.day_name` are now available to return day names with a specified locale (:issue:`12806`)
+- :meth:`DataFrame.to_sql` now performs a multivalue insert if the underlying connection supports itk rather than inserting row by row.
+  ``SQLAlchemy`` dialects supporting multivalue inserts include: ``mysql``, ``postgresql``, ``sqlite`` and any dialect with ``supports_multivalues_insert``. (:issue:`14315`, :issue:`8953`)
 
 .. _whatsnew_0230.api_breaking:
 

pandas/io/sql.py

@@ -572,8 +572,29 @@ def create(self):
         else:
             self._execute_create()
 
-    def insert_statement(self):
-        return self.table.insert()
+    def insert_statement(self, data, conn):
+        """
+        Generate tuple of SQLAlchemy insert statement and any arguments
+        to be executed by connection (via `_execute_insert`).
+
+        Parameters
+        ----------
+        conn : SQLAlchemy connectable(engine/connection)
+            Connection to recieve the data
+        data : list of dict
+            The data to be inserted
+
+        Returns
+        -------
+        SQLAlchemy statement
+            insert statement
+        *, optional
+            Additional parameters to be passed when executing insert statement
+        """
+        dialect = getattr(conn, 'dialect', None)
+        if dialect and getattr(dialect, 'supports_multivalues_insert', False):
+            return self.table.insert(data),
+        return self.table.insert(), data
 
     def insert_data(self):
         if self.index is not None:
@@ -612,8 +633,9 @@ def insert_data(self):
         return column_names, data_list
 
     def _execute_insert(self, conn, keys, data_iter):
+        """Insert data into this table with database connection"""
         data = [{k: v for k, v in zip(keys, row)} for row in data_iter]
-        conn.execute(self.insert_statement(), data)
+        conn.execute(*self.insert_statement(data, conn))
 
     def insert(self, chunksize=None):
         keys, data_list = self.insert_data()

pandas/tests/io/test_sql.py

@@ -1665,6 +1665,29 @@ class Temporary(Base):
 
         tm.assert_frame_equal(df, expected)
 
+    def test_insert_multivalues(self):
+        # issues addressed
+        # https://github.com/pandas-dev/pandas/issues/14315
+        # https://github.com/pandas-dev/pandas/issues/8953
+
+        db = sql.SQLDatabase(self.conn)
+        df = DataFrame({'A': [1, 0, 0], 'B': [1.1, 0.2, 4.3]})
+        table = sql.SQLTable("test_table", db, frame=df)
+        data = [
+            {'A': 1, 'B': 0.46},
+            {'A': 0, 'B': -2.06}
+        ]
+        statement = table.insert_statement(data, conn=self.conn)[0]
+
+        if self.supports_multivalues_insert:
+            assert statement.parameters == data, (
+                'insert statement should be multivalues'
+            )
+        else:
+            assert statement.parameters is None, (
+                'insert statement should not be multivalues'
+            )
+
 
 class _TestSQLAlchemyConn(_EngineToConnMixin, _TestSQLAlchemy):
 
@@ -1679,6 +1702,7 @@ class _TestSQLiteAlchemy(object):
 
     """
     flavor = 'sqlite'
+    supports_multivalues_insert = True
 
     @classmethod
     def connect(cls):
@@ -1727,6 +1751,7 @@ class _TestMySQLAlchemy(object):
 
     """
     flavor = 'mysql'
+    supports_multivalues_insert = True
 
     @classmethod
     def connect(cls):
@@ -1796,6 +1821,7 @@ class _TestPostgreSQLAlchemy(object):
 
     """
     flavor = 'postgresql'
+    supports_multivalues_insert = True
 
     @classmethod
     def connect(