Use a tabela COPY binária FROM com psycopg2

from io import BytesIO
from struct import pack
import psycopg2

# Two rows of data; "id" is not in the upstream data source
# Columns: node, ts, val1, val2
data = [(23253, 342, -15.336734, 2494627.949375),
        (23256, 348, 43.23524, 2494827.949375)]

conn = psycopg2.connect("dbname=mydb user=postgres")
curs = conn.cursor()

# Determine starting value for sequence
curs.execute("SELECT nextval('num_data_id_seq')")
id_seq = curs.fetchone()[0]

# Make a binary file object for COPY FROM
cpy = BytesIO()
# 11-byte signature, no flags, no header extension
cpy.write(pack('!11sii', b'PGCOPY\n\377\r\n\0', 0, 0))

# Columns: id, node, ts, val1, val2
# Zip: (column position, format, size)
row_format = list(zip(range(-1, 4),
                      ('i', 'i', 'h', 'f', 'd'),
                      ( 4,   4,   2,   4,   8 )))
for row in data:
    # Number of columns/fields (always 5)
    cpy.write(pack('!h', 5))
    for col, fmt, size in row_format:
        value = (id_seq if col == -1 else row[col])
        cpy.write(pack('!i' + fmt, size, value))
    id_seq += 1  # manually increment sequence outside of database

# File trailer
cpy.write(pack('!h', -1))

# Copy data to database
cpy.seek(0)
curs.copy_expert("COPY num_data FROM STDIN WITH BINARY", cpy)

# Update sequence on database
curs.execute("SELECT setval('num_data_id_seq', %s, false)", (id_seq,))
conn.commit()

Atualizar

import psycopg2
import numpy as np
from struct import pack
from io import BytesIO
from datetime import datetime

conn = psycopg2.connect("dbname=mydb user=postgres")
curs = conn.cursor()

# NumPy record array
shape = (7, 2000, 500)
print('Generating data with %i rows, %i columns' % (shape[1]*shape[2], shape[0]))

dtype = ([('id', 'i4'), ('node', 'i4'), ('ts', 'i2')] +
         [('s' + str(x), 'f4') for x in range(shape[0])])
data = np.empty(shape[1]*shape[2], dtype)
data['id'] = np.arange(shape[1]*shape[2]) + 1
data['node'] = np.tile(np.arange(shape[1]) + 1, shape[2])
data['ts'] = np.repeat(np.arange(shape[2]) + 1, shape[1])
data['s0'] = np.random.rand(shape[1]*shape[2]) * 100
prv = 's0'
for nxt in data.dtype.names[4:]:
    data[nxt] = data[prv] + np.random.rand(shape[1]*shape[2]) * 10
    prv = nxt

CREATE TABLE num_data_binary
(
  id integer PRIMARY KEY,
  node integer NOT NULL,
  ts smallint NOT NULL,
  s0 real,
  s1 real,
  s2 real,
  s3 real,
  s4 real,
  s5 real,
  s6 real
) WITH (OIDS=FALSE);

def prepare_text(dat):
    cpy = BytesIO()
    for row in dat:
        cpy.write('\t'.join([repr(x) for x in row]) + '\n')
    return(cpy)

def prepare_binary(dat):
    pgcopy_dtype = [('num_fields','>i2')]
    for field, dtype in dat.dtype.descr:
        pgcopy_dtype += [(field + '_length', '>i4'),
                         (field, dtype.replace('<', '>'))]
    pgcopy = np.empty(dat.shape, pgcopy_dtype)
    pgcopy['num_fields'] = len(dat.dtype)
    for i in range(len(dat.dtype)):
        field = dat.dtype.names[i]
        pgcopy[field + '_length'] = dat.dtype[i].alignment
        pgcopy[field] = dat[field]
    cpy = BytesIO()
    cpy.write(pack('!11sii', b'PGCOPY\n\377\r\n\0', 0, 0))
    cpy.write(pgcopy.tostring())  # all rows
    cpy.write(pack('!h', -1))  # file trailer
    return(cpy)

def time_pgcopy(dat, table, binary):
    print('Processing copy object for ' + table)
    tstart = datetime.now()
    if binary:
        cpy = prepare_binary(dat)
    else:  # text
        cpy = prepare_text(dat)
    tendw = datetime.now()
    print('Copy object prepared in ' + str(tendw - tstart) + '; ' +
          str(cpy.tell()) + ' bytes; transfering to database')
    cpy.seek(0)
    if binary:
        curs.copy_expert('COPY ' + table + ' FROM STDIN WITH BINARY', cpy)
    else:  # text
        curs.copy_from(cpy, table)
    conn.commit()
    tend = datetime.now()
    print('Database copy time: ' + str(tend - tendw))
    print('        Total time: ' + str(tend - tstart))
    return

time_pgcopy(data, 'num_data_text', binary=False)
time_pgcopy(data, 'num_data_binary', binary=True)

Processing copy object for num_data_text
Copy object prepared in 0:01:15.288695; 84355016 bytes; transfering to database
Database copy time: 0:00:37.929166
        Total time: 0:01:53.217861
Processing copy object for num_data_binary
Copy object prepared in 0:00:01.296143; 80000021 bytes; transfering to database
Database copy time: 0:00:23.325952
        Total time: 0:00:24.622095