Feature request for supporting also Connection objects instead of only Engines.

Also reported in #8533, #10104

My use case - I often add a week's worth of data (stored in a pandas dataframe) to an existing table. Before I add the data, I want to be able to delete any existing data for this week from the table, but I want the whole thing to be wrapped in a transaction so I'm not left in a mess halfway through.

Here's what I therefore want to be able to do

# runs a transaction
with engine.begin() as connection:
    r1 = connection.execute(table.delete().where(table.c[WEEK]==week))
    data.to_sql(table.name, connection, if_exists='append')

i.e. my change is that I want to be able to pass a SQLAlchemy Connection object into DataFrame.to_sql instead of an Engine. (The underlying Engine of the Connection object can be accessed as .engine, so we should still be able to pull metadata etc)