SQL: resolve legacy mode + deprecate mysql flavor (GH6900)

- removed warning for not using sqlalchemy (as sqlite DBAPI connection is fully supported, no warning needed)
- added deprecation warning for 'mysql' flavor
- removed necessity of providing flavor kwarg (no warning if not provided, assumed to be sqlite3)
- removed `flavor` kwarg from execute and read_sql_query (because a) are not database specific functions + b) would only be needed for mysql, but this will is deprecated so no need to introduce it)
- updated the tests to reflect this
- updated docs and docstrings to reflect that sqlite3 is the only but fully supported DBAPI connection (no 'legacy')
BUG: use size attribute (not method call)
BUG: force float64 dtype in object results for groupby
BUG: DatetimeIndex cannot parse string ndarray with dayfirst
Merge pull request #7038 from sinhrks/dayfirst

BUG: DatetimeIndex cannot parse string ndarray with dayfirst
ENH/CLN: Add factorize to IndexOpsMixin
Merge pull request #7090 from sinhrks/factorize

ENH/CLN: Add factorize to IndexOpsMixin
BUG: unstack fails in PeriodIndex
Merge pull request #7089 from cpcloud/groupby-size-windows-bug

BUG: use size attribute (not method call)
Merge pull request #7041 from sinhrks/unstack

BUG: unstack fails in PeriodIndex
release conflict
REGR: Regression in groupby.nth() for out-of-bounds indexers (GH6621)
Merge pull request #7094 from jreback/groupby_nth_repr

REGR: Regression in groupby.nth() for out-of-bounds indexers (GH6621)
BUG: Datetime values in DataFrame.quantile()

Closes #6965

previously returned nonsense
Merge pull request #7093 from TomAugspurger/quantile-datetime

BUG: Let DataFrame.quantile() handle datetime
FIX sql handling of timedelta64 columns (GH6921)
Merge pull request #7077 from jorisvandenbossche/sql-legacy

SQL: resolve legacy mode + deprecate mysql flavor (GH6900)
Merge pull request #7076 from jorisvandenbossche/sql-timedelta

FIX sql handling of timedelta64 columns (GH6921)
TST: add tests for sql datetime writing

- not working for pymysql (skipping for now)
Merge pull request #7082 from jorisvandenbossche/sql-datetime

SQL: datetime writing: add tests + issue with pymysql