SQL: add multi-index support to legacy mode (#6881)

and at once also index_label kwarg support
SQL: keep backwards compatibility for write_frame index handling
Merge pull request #6883 from jorisvandenbossche/sql-multiindex

SQL: add multi-index support to legacy mode
BUG: properly rename single group match in Series.str.extract()
Merge pull request #6888 from cpcloud/single-group-extract-match-naming

BUG: properly rename single group match in Series.str.extract()
CLN: replace pandas.compat.scipy.scoreatpercentile with numpy.percentile
CLN/TST: return Timestamp for .quantile on datetime[ns] series
Merge pull request #6810 from gdraps/replace-scoreatpercentile

CLN: replace pandas.compat.scipy.scoreatpercentile with numpy.percentile
BUG/ENH: Warn when falling back to python parser

-Warn when falling back to python parser due to C-unsupported options
(via new class, ParserWarning).
-Copy tests that previously fell back to python from ParserTests to
TestPythonParser and assert that they produce ParserWarnings when run
under other engines.
-Fix C parser handling of leading whitespace and \r-delimited files
(add test)
-Translate sep='\s+' to delim_whitespace=True (add test)
-Specify engine='python' in tests with C-unsupported options to avoid
warnings
-Specify engine='python' in tests with sep='\s+' and `MultiIndex`ed
input (avoids error; C engine doesn't support multiple indexes)