I recommend you look at DuckDB and the duckdb-prql extension.

DuckDB allows you to work on your Polars and Pandas (and any data on Arrow format) directly using SQL without needing any data copying or duplication.

The duckdb-prql allows you to use PRQL (prql-lang.org) which gives you all the power and universality of SQL with the ergonomics and DX of Polars or Pandas (IMHO).

Disclaimer: I'm a PRQL contributor.