BUG: enable multivalues insert

doc/source/whatsnew/v0.23.0.txt

@@ -323,6 +323,7 @@ Other Enhancements
 
 - ``IntervalIndex.astype`` now supports conversions between subtypes when passed an ``IntervalDtype`` (:issue:`19197`)
 - :class:`IntervalIndex` and its associated constructor methods (``from_arrays``, ``from_breaks``, ``from_tuples``) have gained a ``dtype`` parameter (:issue:`19262`)
+- :func:`pd.io.sql.to_sql` now performs a multivalue insert if the underlying connection supports this rather than inserting row by row (:issue:`14315`, :issue: `8953`)
 
 .. _whatsnew_0230.api_breaking:
 

pandas/io/sql.py

@@ -572,8 +572,15 @@ 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`).
+        """
+        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 +619,9 @@ 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]
+        dialect = getattr(self.conn, 'dialect', None)
+        if dialect and getattr(dialect, 'supports_multivalues_insert', False):
+            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):