The database design you have is less than perfect.
The goal of having to reformat the relational DB into a CSV is less than 
perfect.

If I were you, I would think about 3 questions:

1. How often do you have to run this?
2. Does it take too long?
3. Does it use up too much DB/Python memory?

If this isn't a resource issue, and a 1x a day task... don't worry about 
it.  Let the non-optimal code run.

If you need to run this every 5 minutes, then I'd start to worry.

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