BUG: to_sql not properly escaping column names postgresql

[mbkupfer]

• I have checked that this issue has not already been reported.
  Although, this issue seems relevant: BUG/API: converting invalid column names in to_sql #6796

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

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Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.

Code Sample, a copy-pastable example

# Your code here
>>> from sqlalchemy import create_engine
>>> eng = create_engine(postgesql-dsn)

>>> pd.DataFrame({'(abc]': [1,2,3]}).to_sql('tbl', eng, if_exists='replace')
KeyError: '(abc])s'

>>> pd.DataFrame({'(abc)': [1,2,3]}).to_sql('tbl', eng, if_exists='replace')
KeyError: '(abc'

>>> pd.DataFrame({'[abc)': [1,2,3]}).to_sql('tbl', eng, if_exists='replace')
KeyError: '[abc'

Problem description

I noticed that to_sql throws an error when column names have a combination of ( and ]s in them. I didn't try this across all sql flavors, but I didn't run into issues with sqlite so I'm guessing this is tied to psycopg2 variable identifier substitution.

Expected Output

No KeyErrors

Output of pd.show_versions()

INSTALLED VERSIONS

commit : f2c8480
python : 3.8.5.final.0
python-bits : 64
OS : Linux
OS-release : 4.19.128-microsoft-standard
Version : #1 SMP Tue Jun 23 12:58:10 UTC 2020
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : C.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.2.3
numpy : 1.19.4
pytz : 2020.4
dateutil : 2.8.1
pip : 20.0.2
setuptools : 45.2.0
Cython : 0.29.21
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : 2.8.6 (dt dec pq3 ext lo64)
jinja2 : 2.10.1
IPython : 7.19.0
pandas_datareader: None
bs4 : None
bottleneck : None
fsspec : None
fastparquet : None
gcsfs : None
matplotlib : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyxlsb : None
s3fs : None
scipy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : 1.2.0
xlwt : None
numba : None