CI: sql tests failures casued by pymysql

[fangchenli]

While working on #36443, I found several sql tests failures related to the latest pymysql and sqlalchemy (could be one of them or both, not sure). See https://travis-ci.org/github/pandas-dev/pandas/jobs/728346186

FAILED pandas/tests/io/test_sql.py::TestMySQLAlchemy::test_to_sql_with_negative_npinf[load_iris_data0-input0]

FAILED pandas/tests/io/test_sql.py::TestMySQLAlchemy::test_to_sql_with_negative_npinf[load_iris_data0-input1]

FAILED pandas/tests/io/test_sql.py::TestMySQLAlchemy::test_to_sql_with_negative_npinf[load_iris_data0-input2]

FAILED pandas/tests/io/test_sql.py::TestMySQLAlchemyConn::test_to_sql_with_negative_npinf[load_iris_data0-input0]

FAILED pandas/tests/io/test_sql.py::TestMySQLAlchemyConn::test_to_sql_with_negative_npinf[load_iris_data0-input1]

FAILED pandas/tests/io/test_sql.py::TestMySQLAlchemyConn::test_to_sql_with_negative_npinf[load_iris_data0-input2]

= 6 failed, 76075 passed, 1025 skipped, 1209 xfailed, 6 xpassed, 264 warnings in 1626.88s 

pymysql                   0.10.1             pyh9f0ad1d_0    conda-forge
sqlalchemy                1.3.19           py37h8f50634_0    conda-forge

Now those two packages have been pinned to their minimal support versions.

pymysql                   0.7.11                     py_0    conda-forge
sqlalchemy                1.3.0            py37h14c3975_0    conda-forge

Update

The problem is from pymysql. #34431 handled inf dtype for to_sql. But it failed to capture that error while using the latest pymysql as sql driver. The test failed for pymysql>=0.10