docs: document preload_extensions config parameter

README.md

@@ -4,6 +4,20 @@
 
 Basic SQLAlchemy driver for [DuckDB](https://duckdb.org/)
 
+<!--ts-->
+* [duckdb_engine](#duckdb_engine)
+   * [Installation](#installation)
+   * [Usage](#usage)
+   * [Configuration](#configuration)
+   * [How to register a pandas DataFrame](#how-to-register-a-pandas-dataframe)
+   * [Things to keep in mind](#things-to-keep-in-mind)
+      * [Auto-incrementing ID columns](#auto-incrementing-id-columns)
+      * [Pandas read_sql() chunksize](#pandas-read_sql-chunksize)
+      * [Unsigned integer support](#unsigned-integer-support)
+   * [Preloading extensions (experimental)](#preloading-extensions-experimental)
+   * [The name](#the-name)
+<!--te-->
+
 ## Installation
 ```sh
 $ pip install duckdb-engine
@@ -110,6 +124,24 @@ The `pandas.read_sql()` method can read tables from `duckdb_engine` into DataFra
 
 Unsigned integers are supported by DuckDB, and are available in [`duckdb_engine.datatypes`](duckdb_engine/datatypes.py).
 
+## Preloading extensions (experimental)
+
+Until the DuckDB python client allows you to natively preload extensions, I've added experimental support via a `connect_args` parameter
+
+```python
+from sqlalchemy import create_engine
+
+create_engine(
+    'duckdb:///:memory:',
+    connect_args={
+        'preload_extensions': ['https'],
+        'config': {
+            's3_region': 'ap-southeast-1'
+        }
+    }
+)
+```
+
 ## The name
 
 Yes, I'm aware this package should be named `duckdb-driver` or something, I wasn't thinking when I named it and it's too hard to change the name now