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Reproducible Example

import pandas as pd
import sqlite3

type_map = {'a': int, 'b': str}

df = pd.DataFrame(columns=['a', 'b']).astype(type_map)

conn = sqlite3.connect(':memory:')

df.to_sql(
    'test',
    conn,
    index=False,
    if_exists='replace',
)

# Expected output:
df = pd.read_sql_query(
    'SELECT * FROM test',
    conn,
    dtype=type_map,
)
print(f'Without chunksize\n{df.dtypes}')

# Actual output when using chunksize:
for df in pd.read_sql_query(
    'SELECT * FROM test',
    conn,
    dtype=type_map,
    chunksize=100,
):
    print(f'With chunksize\n{df.dtypes}')
Without chunksize
a     int64
b    object
dtype: object

With chunksize
a    object
b    object
dtype: object

Issue Description

dtype is ignored when pd.read_sql_query() is used with chunksize and no records are returned.

Expected Behavior

Using the code above, the last statement should print

a    int64
b    object
dtype: object

Installed Versions

INSTALLED VERSIONS ------------------ commit : 8dab54d6573f7186ff0c3b6364d5e4dd635ff3e7 python : 3.9.16.final.0 python-bits : 64 OS : Linux OS-release : 5.10.102.1-microsoft-standard-WSL2 Version : #1 SMP Wed Mar 2 00:30:59 UTC 2022 machine : x86_64 processor : x86_64 byteorder : little LC_ALL : en_US.UTF-8 LANG : en_US.UTF-8 LOCALE : en_US.UTF-8 pandas : 1.5.2 numpy : 1.23.2 pytz : 2022.2.1 dateutil : 2.8.2 setuptools : 65.0.0 pip : 22.3.1 Cython : None pytest : None hypothesis : None sphinx : None blosc : None feather : None xlsxwriter : None lxml.etree : None html5lib : None pymysql : None psycopg2 : 2.9.3 jinja2 : 3.1.2 IPython : 8.4.0 pandas_datareader: None bs4 : None bottleneck : None brotli : 1.0.9 fastparquet : None fsspec : None gcsfs : None matplotlib : 3.5.3 numba : None numexpr : None odfpy : None openpyxl : 3.0.10 pandas_gbq : None pyarrow : None pyreadstat : None pyxlsb : None s3fs : None scipy : None snappy : None sqlalchemy : 1.4.40 tables : None tabulate : None xarray : None xlrd : None xlwt : None zstandard : None tzdata : 2022.2