BUG: lossed millisecond precision of data by "pandas.io.sql.to_sql"

[abcdehc]

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• 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

i lossed millisecond precision of data from the following code:


import pandas as pd
import datetime
from sqlalchemy import create_engine

sql_username = 'root'
sql_password = '********'   # your password
sql_schema = 'test_db'      # already exists
sql_table = 'test_tb'       # will be create
sql_engine = create_engine(f"mysql+pymysql://{sql_username}:{sql_password}@127.0.0.1:3306/{sql_schema}?charset=UTF8MB4")
data_in = pd.DataFrame({'time':datetime.datetime.now()},[0])
print('before save:',data_in)
pd.io.sql.to_sql(data_in, sql_table, sql_engine, schema=sql_schema, if_exists='append', index = False)
sql_cmd = "SELECT * FROM {table}".format(table=sql_table)
data_out = pd.read_sql(sql=sql_cmd, con=sql_engine)
print('after save:',data_out)


### output

<details>

```python
before save:                         time
0 2022-09-07 17:42:52.771654
after save:                  time
0 2022-09-07 17:42:53

Issue Description

"pandas.io.sql.to_sql" automatically saves the <class 'datetime.datetime'> as <Datatype 'DATETIME'> in mysql.
But since version：MySQL 5.6，<Datatype 'DATETIME'> in mysql supports milliseconds.
I tried change the column type in mysql by this mysql code：
alter table test_db.test_tb modify column time datetime(6);
Then, "pandas.io.sql.to_sql" will not loss milliseconds precision of data.
I thought "pandas.io.sql.to_sql" should default to use <Datatype 'DATETIME(6)'>, when the data have milliseconds precision.

Expected Behavior

Expected output

before save:                         time
0 2022-09-07 17:42:52.771654
after save:                  time
0 2022-09-07 17:42:53.771654

Installed Versions

INSTALLED VERSIONS

commit : e8093ba
python : 3.10.6.final.0
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.22621
machine : AMD64
processor : AMD64 Family 25 Model 68 Stepping 1, AuthenticAMD
byteorder : little
LC_ALL : None
LANG : None
LOCALE : Chinese (Simplified)_China.936

pandas : 1.4.3
numpy : 1.23.2
pytz : 2022.2.1
dateutil : 2.8.2
setuptools : 63.2.0
pip : 22.2.1
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : 4.9.1
html5lib : None
pymysql : 1.0.2
psycopg2 : None
jinja2 : 3.1.2
IPython : 8.4.0
pandas_datareader: None
bs4 : 4.11.1
bottleneck : None
brotli : None
fastparquet : None
fsspec : None
gcsfs : None
markupsafe : 2.1.1
matplotlib : 3.5.3
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.9.0
snappy : None
sqlalchemy : 1.4.40
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
zstandard : None