import psycopg2
import pandas as pd
#数据库
con1 = psycopg2.connect(database=" ", 
                    user=" ",
                    password=" ",
                    host=" ", 
                    port=" ")
sql = ''' 这里是一段sql代码'''
data=pd.read_sql(sql,con1)        #读取数据

psycopg2是连接Amazon redshift的，如果想连接mysql用pymysql就阔以啦。