Connect RedShift via Python's [psycopg2]

Here is a way to connect to RedShift DB using Python library [psycopg2].
psycopg2: A Python-PostgreSQL Database Adapter

#!/usr/bin/python

import psycopg2

import sys

import pprint

from datetime import date, timedelta

#Connect to RedShift

conn_string = "dbname='DBNAME' port='5439' user='USER' password='PWD' host='REDSHIFT_INSTANCE_NAME.redshift.amazonaws.com'";

print "Connecting to database\n        ->%s" % (conn_string)

conn = psycopg2.connect(conn_string);

cursor = conn.cursor();

#Captures Column Names 

column_names = [];

cursor.execute("Select * from SCHEMA_NAME.TABLE_NAME limit 0;");

column_names = [desc[0] for desc in cursor.description]

all_cols=', '.join([str(x) for x in column_names])

print all_cols;

#NR for this - argument under timedelta can be taken as  int(str(sys.argv[1]))

yest = date.today() - timedelta(1);

yest_str= yest.strftime('%Y-%m-%d');

print "Yesterday was\n        ->%s" % (yest_str)

conn.commit();

conn.close();