Just wanted to share my solution using sqlalchemy and pandas in python 3. Perhaps, one would find it useful.
import sqlalchemy as sa
import pandas as pd
engine = sa.create_engine("postgresql://postgres:my_password@my_host:my_port/my_db")
values = [val1,val2,val3]
query = sa.text("""
SELECT *
FROM my_table
WHERE col1 IN :values;
""")
query = query.bindparams(values=tuple(values))
df = pd.read_sql(query, engine)