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I don't know much about macros and it revived my interest for this topic, thanks. I wonder if it could be used to embed SQL statements directly in Python code? (not sure it would be a good idea, but it would make for an interesting experiment maybe).

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As implemented, we do not change the superficial python syntax. That has a number of advantages around compatibility, but it means embedding raw SQL outside string literals isn’t possible. We could do things like validating/transforming SQL strings at compile time, like what we do with string interpolators or pyxl strings

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