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REGR: ImportError on other dbapi2 connections when sqlalchemy is not installed #45660

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@vincent3717

Description

@vincent3717

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 psycopg2 #version 2.9.3
import pandas as pd #version 1.4.0
conn = psycopg2.connect(
        host=XXX,
        dbname=XXX,
        user=XXX,
        password=XXX,
    )
df = pd.read_sql("select 1", conn)

ImportError: Missing optional dependency 'SQLAlchemy'.  Use pip or conda to install SQLAlchemy.

Issue Description

There was no SQLAlchemy dependency in the previous version when using a psycopg2 connection object in read_sql pandas function

Even after installing SQLAlchemy, there is a unexpected warning :

UserWarning: pandas only support SQLAlchemy connectable(engine/connection) ordatabase string URI or sqlite3 DBAPI2 connectionother DBAPI2 objects are not tested, please consider using SQLAlchemy

Expected Behavior

No error neither warning using a psycopg2 connection object in read_sql pandas function

Installed Versions

INSTALLED VERSIONS

commit : bb1f651
python : 3.9.9.final.0
python-bits : 64
OS : Linux
OS-release : 5.13.0-27-generic
Version : #29~20.04.1-Ubuntu SMP Fri Jan 14 00:32:30 UTC 2022
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.4.0
numpy : 1.22.1
pytz : 2021.3
dateutil : 2.8.2
pip : 20.0.2
setuptools : 44.0.0
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 : None
IPython : 7.31.1
pandas_datareader: None
bs4 : None
bottleneck : None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : None
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.7.3
sqlalchemy : 1.4.31
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
zstandard : None

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    BugIO SQLto_sql, read_sql, read_sql_queryRegressionFunctionality that used to work in a prior pandas version

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