How can I execute whole sql file into database using SQLAlchemy? There can be many different sql queries in the file including begin and commit/rollback.
Unfortunately I'm not aware of a good general answer for this. Some dbapi's (psycopg2 for instance) support executing many statements at a time. If the files aren't huge you can just load them into a string and execute them on a connection. For others, I would try to use a command-line client for that db and pipe the data into that using the subprocess module.
If those approaches aren't acceptable, then you'll have to go ahead and implement a small SQL parser that can split the file apart into separate statements. This is really tricky to get 100% correct, as you'll have to factor in database dialect specific literal escaping rules, the charset used, any database configuration options that affect literal parsing (e.g. PostgreSQL standard_conforming_strings).
If you only need to get this 99.9% correct, then some regexp magic should get you most of the way there.