Just warrning when insert_many NULL value into a Not Allow Null field
Your first query "add_one_null_row()" is not specifying any value at all for `not_null_field`, while your second query "add_multiple_null_row()" is explicitly specifying NULL for `not_null_field`. I am guessing that older MySQL (with its many quirks) handles these situations differently, raising an IntegrityError for the first case, but possibly silently converting the second case to an empty string or something like that?

In short: I think this is a MySQL thing. Both the error *and* the warning are generated by MySQL. I suspect there is a MySQL setting you can enable which will cause the IntegrityError to be raised in both cases -- possibly you are on an old MySQL or running with relaxed settings?

In any case, I suggest consulting the MySQL docs or checking out StackOverflow.

When I run this on MariaDB 10.4, I get an IntegrityError for *both* queries -- as expected. The first query gives the integrityerror for Column "text" cannot be null, and the second query gives the integrityerror for Column "not_null_field" cannot be null.
I have a table like below
```
CREATE TABLE `tests` (
  `id` int(11) NOT NULL AUTO_INCREMENT,
  `text` varchar(45) NOT NULL,
  `not_null_field` varchar(45) NOT NULL,
  PRIMARY KEY (`id`)
) ENGINE=InnoDB AUTO_INCREMENT=21 DEFAULT CHARSET=latin1;
```

and the code I used to insert data:
```
class Test(BaseModel):
    id = AutoField()
    text = CharField(null=False)
    not_null_field = CharField(null=False)

    class Meta:
        table_name = "tests"


def add_one_null_row():
    Test.insert_many([{Test.text: None}]).execute()


def add_multiple_null_row():
    Test.insert_many(
        [
            {Test.text: "abc", Test.not_null_field: None}
        ]
    ).execute()
```

When I `insert_many` with one record like above, I got the error `peewee.IntegrityError: (1048, "Column 'not_null_field' cannot be null")`

But when I `insert_many` with more than one record, I just got a warning 
`.../python3.7/site-packages/pymysql/cursors.py:170: Warning: (1048, "Column 'not_null_field' cannot be null")`
and the data be inserted successfully with `not_null_field` is `empty`.

The query I got:
```
INSERT INTO `tests` (`text`, `not_null_field`) VALUES ('abc', NULL), ('abc', NULL)
```

I don't know why I just got a warning but an error here, somebody help to correct me.