After getting %sql magic for IPython working, my next big goal was to figure out how to get those results into Pandas.
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Er, OK, not such a big goal. Even with zero Pandas experience, it took about five minutes of skimming the first page of documentation to figure out:
In [1]: %load_ext sql
In [2]: data = %sql postgresql://will:longliveliz@localhost/shakes select * from work
In [3]: import pandas as pd
In [4]: s = pd.DataFrame.from_records(data, columns=data.keys)
This is not the only way to move data from an RDBMS to Pandas (there's pandas.io.sql, for example), and I don't know enough about Pandas to know if it's the best way. But I bet it's the easiest way.