I was having trouble passing a large number of parameters when reading from a SQLite Table. Then it turns out since you pass a string to read_sql, you can just use f-string. Tried the same with MSSQL pyodbc and it works as well.

For SQLite, it would look like this:

# write a sample table into memory
from sqlalchemy import create_engine
df = pd.DataFrame({'Timestamp': pd.date_range('2020-01-17', '2020-04-24', 10), 'Value1': range(10)})
engine = create_engine('sqlite://', echo=False)
df.to_sql('MyTable', engine);

# query the table using a query
tpl = (1, 3, 5, 8, 9)
query = f"""SELECT Timestamp, Value1 FROM MyTable WHERE Value1 IN {tpl}"""
df = pd.read_sql(query, engine)

If the parameters are datetimes, it's a bit more complicated but calling the datetime conversion function of the SQL dialect you're using should do the job.

start, end = '2020-01-01', '2020-04-01'
query = f"""SELECT Timestamp, Value1 FROM MyTable WHERE Timestamp BETWEEN STRFTIME("{start}") AND STRFTIME("{end}")"""
df = pd.read_sql(query, engine)