Polars DataFrame save to sql
Polars doesen't support direct writing to a database. You can proceed in two ways:

Export the DataFrame in an intermediate format (such as .csv using .write_csv()), then import it into the database.
Process it in memory: you can convert the DataFrame in a simpler data structure using .to_dicts(). The result will be a list of dictionaries, each of them containing a row in key/value format. At this point is easy to insert them into a database using SqlAlchemy or any specific library for your database of choice.
Is there a way to save Polars DataFrame into a database, MS SQL for example?
ConnectorX library doesn’t seem to have that option.