Pywikibot compat is deprecated. Users still using compat should migrate to core.
Pywikipediabot (then "Pywikibot") was started back in 2002. In 2002 MediaWiki didn't have an api so pywikibot used screen scraping to interact with MediaWiki. In 2007 a new branch (rewrite, now core) was started from scratch using the (then new) MediaWiki api. Over the years core got more mature and most scripts were migrated. In 2013 core surpassed compat in number of changes. In 2015 the developers of Pywikibot decided to deprecate the compat version of Pywikibot and discontinue support for compat (see phab:T99365 and phab:T101214). MediaWiki 1.27 was the last release supported by compat branch (see phab:T150613).
If you're just using Pywikibot scripts you can just install Pywikibot core. Most scripts have been migrated. Pywikibot core uses a wrapper to run all the scripts. If you are using standard scripts (like redirect.py), you can run it in core by using pwb.py. For example:
$ python pwb.py redirect #instead of python redirect.py
If you have problems converting your code get in touch with us so we can help you.
mysqldb.connect("testwiki.labsdb", db = pywikibot.Site().dbName() + "_p", user = config.db_username, passwd = config.db_password)