insert_many is prohibitively slow. Provide options for fast execution.
I'm sorry you're finding it slow. The reasons for this will be apparent if you look into what the code is doing. There are quite a few small optimizations in there, but it'll never be close to as fast as just writing the SQL by hand and running it that way. Python's slow.
I haven't looked into the cause in detail, but for a simple table with ~10 fields, running insert_many on batches of 1000 takes several times longer to run (even with validate_fields=False) than if I generate the sql query myself and run it with db.execute_sql.
I can provide more details if needed, but if the reason is clear, it would be great to have additional args for insert_many that disable whatever extra steps it's doing and bring execution time down to the level of just concatenating strings and then running execute_sql. 
