PGVector Support for Custom Connection Object (#2566)

* Added fixes and tests for basic auth format

* User can provide their own connection object. Added test for it.

* Updated instructions on how to use. Fully tested all 3 authentication methods successfully.

* Get password from gitlab secrets.

* Hide passwords.

* Update notebook/agentchat_pgvector_RetrieveChat.ipynb

Co-authored-by: Li Jiang <bnujli@gmail.com>

* Hide passwords.

* Added connection_string test. 3 tests total for auth.

* Fixed quotes on db config params. No other changes found.

* Ran notebook

* Ran pre-commits and updated setup to include psycopg[binary] for windows and mac.

* Corrected list extension.

* Separate connection establishment function. Testing pending.

* Fixed pgvectordb auth

* Update agentchat_pgvector_RetrieveChat.ipynb

Added autocommit=True in example

* Rerun notebook

---------

Co-authored-by: Li Jiang <bnujli@gmail.com>
Co-authored-by: Li Jiang <lijiang1@microsoft.com>